Localisation

Adresses

Aix-Marseille Université
Institut de Mathématiques de Marseille (I2M) - UMR 7373
Site Saint-Charles : 3 place Victor Hugo, Case 19, 13331 Marseille Cedex 3
Site Luminy : Campus de Luminy - Case 907 - 13288 Marseille Cedex 9

Séminaire

Extrapolation of Wasserstein geodesics

Gabriele Todeschi
Université Gustave Eiffel (Paris)
https://gptod.github.io/

Date(s) : 10/12/2024   iCal
11h00 - 12h00

Abstract: Extending geodesics in the Wasserstein space, namely the space of probability measures endowed with the quadratic Wasserstein distance, can be useful for designing high order accurate time discretizations of gradient flows or acceleration techniques à la Nesterov. However, this is not a well-defined operation in general. In this talk we will discuss different alternatives and focus in particular on a recent variational model we proposed. This is obtained by allowing for negative coefficients in the classical variational characterization of Wasserstein barycenters. We show that this problem, despite being non-convex along linear interpolations, admits two equivalent convex formulations. In particular, it can be recast as an instance of weak optimal transport. We take advantage of this formulation to devise an efficient approach to approximate the extrapolation on point clouds, via entropic regularization and a variant of the Sinkhorn algorithm. This is a joint work with Thomas Gallouët and Andrea Natale.

Emplacement
Saint-Charles - FRUMAM (2ème étage)

Catégories


Secured By miniOrange