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An Efficient Algorithm for Maximum-Entropy Extension of Block-Circulant Covariance Matrices
Efficient Algorithm Maximum-Entropy Extension Block-Circulant Covariance Matrices Optimization and Control
2011/9/5
Abstract: This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary ...
Ricci curvature, entropy and optimal transport
Ricci curvature entropy optimal transport curvature-dimension condition
2010/12/8
This is the lecture notes on the interplay between optimal transport and Riemannian geometry. On a Riemannian manifold, the convexity of entropy along optimal transport in the space of probability mea...