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Hessian Curvature and Optimal Transport

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Geometric Science of Information (GSI 2019)

Part of the book series: Lecture Notes in Computer Science ((LNIP,volume 11712))

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Abstract

We consider the problem of optimal transport where the cost function is given by a \(\mathcal {D}^{(\alpha )}_\varPsi \)-divergence for some convex function \(\varPsi \) [21], where \(\alpha = \pm 1\) gives the Bregman divergence. For costs of this form, we introduce a new complex geometric interpretation of the optimal transport problem by considering an induced Sasaki metric on the tangent bundle of the domain of \(\varPsi \). In this framework, the Ma-Trudinger-Wang (MTW) tensor [12] is proportional to the orthogonal bisectional curvature. This geometric framework for optimal transport is complementary to the pseudo-Riemannian approach of Kim and McCann [10].

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Acknowledgment

The first author would like to thank Fangyang Zheng and Bo Guan for their helpful discussions about this project. The project is supported by DARPA/ARO Grant W911NF-16-1-0383 (“Information Geometry: Geometrization of Science of Information”, PI: Zhang).

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Correspondence to Gabriel Khan .

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Khan, G., Zhang, J. (2019). Hessian Curvature and Optimal Transport. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2019. Lecture Notes in Computer Science(), vol 11712. Springer, Cham. https://doi.org/10.1007/978-3-030-26980-7_44

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  • DOI: https://doi.org/10.1007/978-3-030-26980-7_44

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-26979-1

  • Online ISBN: 978-3-030-26980-7

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