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...

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Bibliographic Details
Main Authors: Rigollet, Philippe (Author), Weed, Jonathan (Author)
Other Authors: Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2020-08-20T00:59:20Z.
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