Gaussian mixtures closest to a given measure via optimal transport
Given a determinate (multivariate) probability measure $\mu $, we characterize Gaussian mixtures $\nu _\phi $ which minimize the Wasserstein distance $W_2(\mu ,\nu _\phi )$ to $\mu $ when the mixing probability measure $\phi $ on the parameters $(\mathbf{m},\mathbf{\Sigma })$ of the Gaussians is sup...
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2024-11-01
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| Series: | Comptes Rendus. Mathématique |
| Subjects: | |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.657/ |
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