Optimal Mass Transport: Signal processing and machine-learning applications

IEEE Signal Process Mag. 2017 Jul;34(4):43-59. doi: 10.1109/MSP.2017.2695801. Epub 2017 Jul 11.

Abstract

Transport-based techniques for signal and data analysis have received increased attention recently. Given their ability to provide accurate generative models for signal intensities and other data distributions, they have been used in a variety of applications including content-based retrieval, cancer detection, image super-resolution, and statistical machine learning, to name a few, and shown to produce state of the art results in several applications. Moreover, the geometric characteristics of transport-related metrics have inspired new kinds of algorithms for interpreting the meaning of data distributions. Here we provide a practical overview of the mathematical underpinnings of mass transport-related methods, including numerical implementation, as well as a review, with demonstrations, of several applications. Software accompanying this tutorial is available at [43].