Entropic optimal transport is maximum-likelihood deconvolution
We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport distance. This structural result gives theoretical support for...
Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Elsevier BV
2020
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Online Access: | https://hdl.handle.net/1721.1/126692 |