Kanazawa Analysis Seminar
The theory of optimal transportation, dating back to Gaspard Monge’s work in 1781, continues to develop at pace as one of the fundamental mathematical theories with an ever- growing list of diverse applications in fields such as economics, computer vision, image processing and machine learning. A central challenge in many applications concerns finding a representative, or barycentric (probability) distribution, which provides some average description of a given set of distributions. The basic optimal transport approach to this problem is to find the barycenter by minimizing the sum of weighted two-marginal optimal transport costs between the barycenter and each input distributions. In a seminal contribution by Agueh and Carlier [1], it was subsequently shown that an equivalent and computationally favourable approach is to instead solve a single least-cost multi-marginal optimal transport problem.
If the input distributions do not all have equal mass, an unbalanced barycenter can be found via a recourse to the emerging theory of unbalanced optimal transportation. This, however, can be done in a number of ways, depending on how one penalises mass deviations, what cost function is employed and whether one wishes to consider the conic formulation — see the detailed discussion in [2].
In this talk, I will introduce the above ideas in an accessible manner, followed by presenting several results on how to recover the celebrated least-cost multi-marginal formulation of Agueh and Carlier in the unbalanced setting [3].
[1] M. Agueh and G. Carlier. Barycenters in the Wasserstein space. SIAM Journal on Mathematical Analysis 43.2 (2011), pp. 904–924.
[2] M. Liero, A. Mielke, and G. Savaré. Optimal entropy-transport problems and a new Hellinger– Kantorovich distance between positive measures. Inventiones mathematicae 211.3 (2018), pp. 969– 1117.
[3] M. Buze. Constrained Hellinger-Kantorovich barycenters: least-cost soft and conic multi-marginal formulations. arXiv e-prints, 2402.11268, 2024 (to appear in SIAM Journal on Mathematical Analysis).
2013年4月,金沢大学の偏微分方程式研究者有志が集まり本セミナーを企画しました。各回の話題は,偏微分方程式の理論的な側面を中心に,セミナー幹事の関心に従い大らかに選択しています。参加者がセミナーを十分楽しみ,勉強し,新しい発見を得られるように,各回の最初の20分から30分程度,講演者の方にはその話題への導入となるような解説をお願いしています。ご関心がある方はどなたでもご自由にご参加ください。 どうぞよろしくお願いいたします。
Patrick van Meurs・大塚 浩史・小俣 正朗・蚊戸 宣幸・木村 正人・榊原 航也・Thomas Geert De Jong・野津 裕史・橋本 伊都子・Norbert Pozar・Julius Fergy Tiongson Rabago
npozar (at) se.kanazawa-u.ac.jp