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Main Authors: Todeschi, Gabriele, Métivier, Ludovic, Mirebeau, Jean-Marie
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.02764
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author Todeschi, Gabriele
Métivier, Ludovic
Mirebeau, Jean-Marie
author_facet Todeschi, Gabriele
Métivier, Ludovic
Mirebeau, Jean-Marie
contents Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are needed for its applications in more general settings of interest. In this paper we introduce an unbalanced optimal transport problem for vector valued measures starting from the $L^1$ optimal transport. By lifting data in a self-dual cone of a higher dimensional vector space, we show that one can recover a meaningful transport problem. We show that the favorable computational complexity of the $L^1$ problem, an advantage compared to other formulations of optimal transport, is inherited by our vector extension. We consider both a one-homogeneous and a two-homogeneous penalization for the imbalance of mass, the latter being potentially relevant for applications to physics based problems. In particular, we demonstrate the potential of our strategy for full waveform inversion, an inverse problem for high resolution seismic imaging.
format Preprint
id arxiv_https___arxiv_org_abs_2403_02764
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Unbalanced L1 optimal transport for vector valued measures and application to Full Waveform Inversion
Todeschi, Gabriele
Métivier, Ludovic
Mirebeau, Jean-Marie
Optimization and Control
Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are needed for its applications in more general settings of interest. In this paper we introduce an unbalanced optimal transport problem for vector valued measures starting from the $L^1$ optimal transport. By lifting data in a self-dual cone of a higher dimensional vector space, we show that one can recover a meaningful transport problem. We show that the favorable computational complexity of the $L^1$ problem, an advantage compared to other formulations of optimal transport, is inherited by our vector extension. We consider both a one-homogeneous and a two-homogeneous penalization for the imbalance of mass, the latter being potentially relevant for applications to physics based problems. In particular, we demonstrate the potential of our strategy for full waveform inversion, an inverse problem for high resolution seismic imaging.
title Unbalanced L1 optimal transport for vector valued measures and application to Full Waveform Inversion
topic Optimization and Control
url https://arxiv.org/abs/2403.02764