TY - GEN
T1 - Signals and control aspects of optimal mass transport and the Boltzmann entropy
AU - Tannenbaum, Emmanuel
AU - Georgiou, Tryphon
AU - Tannenbaum, Allen
PY - 2010/1/1
Y1 - 2010/1/1
N2 - In this note we describe some properties of the Wasserstein-2 metric on the space of probability distributions. It turns out that the resulting geodesics lead to interesting connections with the Boltzmann entropy, the heat equations (both linear and nonlinear), and suggest possible Riemannian structures on density functions. In particular, we observe similarities and connections with other metrics originating in Information geometry and prediction theory.
AB - In this note we describe some properties of the Wasserstein-2 metric on the space of probability distributions. It turns out that the resulting geodesics lead to interesting connections with the Boltzmann entropy, the heat equations (both linear and nonlinear), and suggest possible Riemannian structures on density functions. In particular, we observe similarities and connections with other metrics originating in Information geometry and prediction theory.
UR - http://www.scopus.com/inward/record.url?scp=79953140830&partnerID=8YFLogxK
U2 - 10.1109/CDC.2010.5717821
DO - 10.1109/CDC.2010.5717821
M3 - Conference contribution
AN - SCOPUS:79953140830
SN - 9781424477456
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 1885
EP - 1890
BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010
PB - Institute of Electrical and Electronics Engineers
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -