Entropic optimal transport is maximum-likelihood deconvolution

被引：36
|
作者：
Rigollet, Philippe [1 ]
Weed, Jonathan [1 ]
机构：
[1] MIT, Dept Math, Cambridge, MA 02139 USA
来源：
COMPTES RENDUS MATHEMATIQUE | 2018年 / 356卷 / 11-12期
基金：
美国国家科学基金会;
关键词：
KANTOROVICH DISTANCE; OPTIMAL RATES; AGGREGATION;
D O I：
10.1016/j.crma.2018.10.010
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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. (c) 2018 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
引用
收藏
页码：1228 / 1235
页数：8
相关论文
共 50 条
  • [1] MAXIMUM-LIKELIHOOD SEISMIC DECONVOLUTION
    KORMYLO, J
    MENDEL, JM
    GEOPHYSICS, 1981, 46 (04) : 421 - 421
  • [2] MULTICHANNEL MAXIMUM-LIKELIHOOD DECONVOLUTION
    CHI, CY
    MENDEL, JM
    GEOPHYSICS, 1986, 51 (02) : 491 - 491
  • [3] Methods for maximum-likelihood deconvolution
    Lane, RG
    JOURNAL OF THE OPTICAL SOCIETY OF AMERICA A-OPTICS IMAGE SCIENCE AND VISION, 1996, 13 (10): : 1992 - 1998
  • [4] MAXIMUM-LIKELIHOOD SEISMIC DECONVOLUTION
    KORMYLO, JJ
    MENDEL, JM
    IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 1983, 21 (01): : 72 - 82
  • [5] MAXIMUM-LIKELIHOOD VIBROSEIS DECONVOLUTION
    HSUEH, AC
    MENDEL, JM
    GEOPHYSICS, 1984, 49 (05) : 638 - 638
  • [6] Methods for maximum-likelihood deconvolution
    Dept. of Elec. and Electron. Eng., University of Canterbury, Private Bag 4800, Christchurch, New Zealand
    J Opt Soc Am A, 10 (1992-1998):
  • [7] MAXIMUM-LIKELIHOOD DECONVOLUTION - A NEW PERSPECTIVE
    MENDEL, JM
    AAPG BULLETIN-AMERICAN ASSOCIATION OF PETROLEUM GEOLOGISTS, 1988, 72 (03): : 388 - 389
  • [8] AN ADAPTIVE MAXIMUM-LIKELIHOOD DECONVOLUTION ALGORITHM
    CHI, CY
    CHEN, WT
    SIGNAL PROCESSING, 1991, 24 (02) : 149 - 163
  • [9] TENETS OF MAXIMUM-LIKELIHOOD AND GEOOPTIMAL DECONVOLUTION
    MENDEL, JM
    GEOPHYSICS, 1985, 50 (04) : 723 - 723
  • [10] ENTROPY INTERPRETATION OF MAXIMUM-LIKELIHOOD DECONVOLUTION
    GIANNAKIS, GB
    MENDEL, JM
    GEOPHYSICS, 1987, 52 (12) : 1621 - 1630
12345