• Media type: E-Book; Report; Text
  • Title: Optimal entropy-transport problems and a new Hellinger--Kantorovich distance between positive measures
  • Contributor: Liero, Matthias [Author]; Mielke, Alexander [Author]; Savaré, Giuseppe [Author]
  • imprint: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2016
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.2207
  • Keywords: 28A33 ; 54E35 ; 49K35 ; article ; Entropy-transport problem -- Hellinger-Kantorovich distance -- relative entropy -- optimality conditions -- cone over metric space ; 49Q20 ; 46G99 ; 49J40 ; 49J35
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  • Description: We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal Transport problems: given a couple of finite measures (with possibly different total mass), one looks for minimizers of the sum of a linear transport functional and two convex entropy functionals, that quantify in some way the deviation of the marginals of the transport plan from the assigned measures. As a powerful application of this theory, we study the particular case of Logarithmic Entropy-Transport problems and introduce the new Hellinger-Kantorovich distance between measures in metric spaces. The striking connection between these two seemingly far topics allows for a deep analysis of the geometric properties of the new geodesic distance, which lies somehow between the well-known Hellinger-Kakutani and Kantorovich-Wasserstein distances.
  • Access State: Open Access