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The quadratic Wasserstein metric for inverse data matching

Authors :
Engquist, Bjorn
Ren, Kui
Yang, Yunan
Publication Year :
2019

Abstract

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the infinite-dimensional setup, that the $W_2$ distance has a smoothing effect on the inversion process, making it robust against high-frequency noise in the data but leading to a reduced resolution for the reconstructed objects at a given noise level. Second, we demonstrate that for some finite-dimensional problems, the $W_2$ distance leads to optimization problems that have better convexity than the classical $L^2$ and $H^{-1}$ distances, making it a more preferred distance to use when solving such inverse matching problems.<br />Comment: 26 pages, 7 figures

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1911.06911
Document Type :
Working Paper
Full Text :
https://doi.org/10.1088/1361-6420/ab7e04