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An interpolating distance between Wasserstein and Fisher-Rao

Presented by: 
François-Xavier Vialard
Friday 15th December 2017 - 11:30 to 12:30
INI Seminar Room 1
In this talk, we present the natural extension of the Wasserstein metric to the space of positive Radon measures. We present the dynamic formulation and we show its associated static formulation. Then, we relate this new metric to the Camassa-Holm equation and show that this Camassa-Holm equation is actually an incompressible Euler equation in higher dimensions. We also present some applications of this new metric as a similarity measure in inverse problems in imaging.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons