Entropic optimal transport is maximum-likelihood deconvolution

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...

Full description

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

Similar Items

Uncoupled isotonic regression via minimum Wasserstein deconvolution
by: Rigollet, Philippe, et al.
Published: (2020)

Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem
by: Mena, G, et al.
Published: (2019)

Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration
by: Altschuler, Jason Max, et al.
Published: (2018)

Estimation of Wasserstein distances in the Spiked Transport Model
by: Niles-Weed, Jonathan, et al.
Published: (2022)

Efficient Marginal Likelihood Optimization in Blind Deconvolution
by: Levin, Anat, et al.
Published: (2011)

FlowMax: A Computational Tool for Maximum Likelihood Deconvolution of CFSE Time Courses.
by: Maxim Nikolaievich Shokhirev, et al.
Published: (2013-01-01)

Optimal rates of estimation for multi-reference alignment
by: Bandeira, Afonso, et al.
Published: (2021)

Decoding ‘Maximum Entropy’ Deconvolution
by: Long V. Le, et al.
Published: (2022-09-01)

Optimal recursive maximum likelihood estimation
Published: (2003)

Maximum likelihood estimation and quasi-maximum likelihood estimation situations /
by: Nur Syazana Ramlee, 1989, et al.
Published: (2011)

Online learning in repeated auctions
by: Weed, Jonathan, et al.
Published: (2022)

Statistical optimal transport via factored couplings
by: Forrow, A, et al.
Published: (2021)

Statistical optimal transport via factored couplings
by: Forrow, A, et al.
Published: (2019)

MAXIMUM-LIKELIHOOD OR EXTENDED MAXIMUM-LIKELIHOOD - AN EXAMPLE FROM HIGH-ENERGY PHYSICS
by: Lyons, L, et al.
Published: (1986)

Comparison between method of maximum likelihood estimation and restricted maximum likelihood estimation /
by: 499126 Chu, Foung Fui, et al.
Published: (2011)

Improved Approach for the Maximum Entropy Deconvolution Problem
by: Shay Shlisel, et al.
Published: (2021-04-01)

Identification and filtering--optimal recursive maximum likelihood approach
Published: (2003)

A maximum likelihood framework for protein design
by: Philippe Hervé, et al.
Published: (2006-06-01)

The Density of the Maximum Likelihood Estimator.
by: Hillier, G, et al.
Published: (1999)

Maximum likelihood estimation with Stata /
by: Gould, William, 1952-, et al.
Published: (c201)

ESTIMASI MAXIMUM LIKELIHOOD DAN RESTRICTED MAXIMUM LIKELIHOOD UNTUK MODEL LINEAR EFEK CAMPURAN
by: , ADIANTO PANGARIBUAN, et al.
Published: (2014)

Minimax estimation of smooth optimal transport maps
by: Hütter, Jan-Christian, et al.
Published: (2021)

Optimization of Aeolus' aerosol optical properties by maximum-likelihood estimation
by: F. Ehlers, et al.
Published: (2022-01-01)

Usage of Penalized Maximum Likelihood Estimation Method in Medical Research: An Alternative to Maximum Likelihood Estimation Method
by: Ecevit Eyduran
Published: (2008-12-01)

Maximum likelihood estimation of renal transporter ontogeny profiles for pediatric PBPK modeling
by: J. Porter Hunt, et al.
Published: (2024-04-01)

Maximum Likelihood Deconvolution of Beamformed Images with Signal-Dependent Speckle Fluctuations from Gaussian Random Fields: With Application to Ocean Acoustic Waveguide Remote Sensing (OAWRS)
by: Jain, Ankita Deepak, et al.
Published: (2018)

Evaluating nonlinear maximum likelihood optimal estimation uncertainty in cloud and aerosol remote sensing
by: Luke M. Western, et al.
Published: (2020-08-01)

Restricted maximum likelihood estimation for animal models using derivatives of the likelihood
by: Smith SP, et al.
Published: (1996-03-01)

Chain-Ladder as Maximum Likelihood Revisited.
by: Kuang, D, et al.
Published: (2009)

Quantum-enhanced maximum-likelihood identification
by: Chong, Bi Qi
Published: (2024)

Divisive hierarchical maximum likelihood clustering
by: Alok Sharma, et al.
Published: (2017-12-01)

Vestige: Maximum likelihood phylogenetic footprinting
by: Maxwell Peter, et al.
Published: (2005-05-01)

Convergence of maximum likelihood supertree reconstruction
by: Vu Dinh, et al.
Published: (2021-06-01)

Maximum likelihood estimation for sample surveys /
by: Chambers, R. L. (Ray L.)
Published: (c201)

Maximum simulated likelihood methods and applications /
by: Greene, William H., 1951-, et al.
Published: (2010)

Optimization of diffusion imaging for multiple target regions using maximum likelihood estimation
by: Bielak Lars, et al.
Published: (2017-09-01)

Maximum Likelihood Direction of Arrival Estimation using Chicken Swarm Optimization Algorithm
by: Abhinav Sharma, et al.
Published: (2021-04-01)

Optimization of the Maximum Likelihood Estimator for Determining the Intrinsic Dimensionality of High–Dimensional Data
by: Karbauskaitė Rasa, et al.
Published: (2015-12-01)

The Sample Complexity of Multireference Alignment
by: Perry, Amelia, et al.
Published: (2021)

Bounds for the normal approximation of the maximum likelihood estimator
by: Anastasiou, A
Published: (2016)