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Linearized optimal transport on manifolds

Published 24 Mar 2023 in math.OC and math.FA | (2303.13901v2)

Abstract: Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This in turn leads to a reduction of computational complexity and simplifies combination with other methods that require a linear structure. Recently this approach has been extended to the unbalanced Hellinger--Kantorovich (HK) distance. In this article we further extend the framework in various ways, including measures on manifolds, the spherical HK distance, a study of the consistency of discretization via the barycentric projection, and the continuity properties of the logarithmic map for the HK distance.

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