Analysis & Applied Math

Event Information Dirichlet transport and its geometry
14:10 on Friday October 26, 2018
15:00 on Friday October 26, 2018
BA6183, Bahen Center, 40 St. George St.
Leonard Wong

University of Toronto

We introduce an optimal transport problem on the unit simplex which can be regarded as a multiplicative analogue of the Euclidean quadratic transport. The transports are given in terms of the gradient maps of exponentially concave functions, and can be interpreted probabilistically using a particle system of Dirichlet processes. The optimal transport map induces a dual geometry - in the sense of information geometry - on the simplex which has constant negative curvature. Moreover, under a novel displacement interpolation the entropy is "semi-convex", leading to interesting questions beyond the usual setting of Wasserstein space. The talk is based on joint work with Soumik Pal.