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...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier BV,
2020-08-20T00:59:20Z.
|
| Subjects: | |
| Online Access: | Get fulltext |