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...

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Bibliographic Details
Main Authors: Rigollet, Philippe, Weed, Jonathan
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: Elsevier BV 2020
Online Access:https://hdl.handle.net/1721.1/126692