Ho
Yun
EPFL
Linear Monge is All You Need
Abstract.
In this talk, we explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space, based on our recent work with Yoav Zemel. A key feature of our approach is its simplicity: relying only on elementary arguments from linear operator theory, we are able to derive explicit results without resorting to Kantorovich duality or Otto's Calculus. We provide a complete characterisation of both the Monge and Kantorovich problems in this context, regardless of the degeneracy of their measures. Furthermore, we show a simple way to construct all possible Wasserstein geodesics connecting two Gaussian measures. Finally, we generalise our results to characterise Wasserstein barycenters of Gaussian measures, borrowing the idea of Procrustes distance from statistical shape analysis.