Optimal transportation for the determinant

被引:35
作者
Carlier, Guillaume [1 ]
Nazaret, Bruno [1 ]
机构
[1] Univ Paris 09, CNRS, CEREMADE, UMR 7534, F-75775 Paris 16, France
关键词
optimal transportation; multi-marginals problems; determinant; disintegrations;
D O I
10.1051/cocv:2008006
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Among R(3)-valued triples of random vectors (X, Y, Z) having fixed marginal probability laws, what is the best way to jointly draw (X, Y, Z) in such a way that the simplex generated by (X, Y, Z) has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.
引用
收藏
页码:678 / 698
页数:21
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