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Riemannian block SPD coupling manifold and its application to optimal transport

Riemannian block SPD coupling manifold and its application to optimal transport

Abstract In this work, we study the optimal transport (OT) problem between symmetric positive definite (SPD) matrix-valued measures. We formulate the above as a generalized optimal transport problem where the cost, the marginals, and the coupling are represented as block matrices and each component block is a SPD matrix. The …