Optimal Transport for Gaussian Mixture Models

We introduce an optimal mass transport framework on the space of Gaussian mixture models. These models are widely used in statistical inference. Specifically, we treat the Gaussian mixture models as a submanifold of probability densities equipped with the Wasserstein metric. The topology induced by...

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Bibliographic Details
Main Authors: Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8590715/