Linearized optimal transport on manifolds

Abstract

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This in turn leads to a reduction of computational complexity and simplifies combination with other methods that require a linear structure. Recently this approach has been extended to the unbalanced Hellinger--Kantorovich (HK) distance. In this article we further extend the framework in various ways, including measures on manifolds, the spherical HK distance, a study of the consistency of discretization via the barycentric projection, and the continuity properties of the logarithmic map for the HK distance.