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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| 格式: | Article |
| 語言: | English |
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Elsevier BV
2020
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| 在線閱讀: | https://hdl.handle.net/1721.1/126692 |
| 總結: | 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 the wide adoption of these tools in the machine learning community. |
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