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The quadratic Wasserstein metric for inverse data matching
Inverse Problems ( IF 2.1 ) Pub Date : 2020-05-01 , DOI: 10.1088/1361-6420/ab7e04
Bjrn Engquist 1 , Kui Ren 1 , Yunan Yang 1
Affiliation  

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.

中文翻译:

用于逆向数据匹配的二次 Wasserstein 度量

这项工作从分析和数值上表征了二次 Wasserstein ($W_2$) 距离的两个主要影响,作为反问题计算解决方案中数据差异的度量。首先,我们表明,在无限维设置中,$W_2$ 距离对反演过程具有平滑效果,使其对数据中的高频噪声具有鲁棒性,但导致重建对象的分辨率降低给定的噪音水平。其次,我们证明了对于一些有限维问题,$W_2$ 距离导致优化问题的凸度比经典的 $L^2$ 和 $H^{-1}$ 距离更好,使其成为更优选的距离在解决此类逆匹配问题时使用。
更新日期:2020-05-01
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