arXiv subjects

Jorge Justiniano

Publications and source records attributed to Jorge Justiniano.

3 recordsLinked to original sources

arXiv2024

Entropy-Regularized Optimal Transport in Information Design

In this paper, we explore a scenario where a sender provides an information policy and a receiver, upon observing a realization of this policy, decides whether to take a particular action, such as making a purchase. The sender's objective is to maximize her utility derived from the receiver's action, and she achieves this by careful selection of the information policy. Building on the work of Kleiner et al., our focus lies specifically on information policies that are associated with power diagram partitions of the underlying domain. To address this problem, we employ entropy-regularized optimal transport, which enables us to develop an efficient algorithm for finding the optimal solution. We present experimental numerical results that highlight the qualitative properties of the optimal configurations, providing valuable insights into their structure. Furthermore, we extend our numerical investigation to derive optimal information policies for monopolists dealing with multiple products, where the sender discloses information about product qualities.

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arXiv2024

Approximation of Splines in Wasserstein Spaces

This paper investigates a time discrete variational model for splines in Wasserstein spaces to interpolate probability measures. Cubic splines in Euclidean space are known to minimize the integrated squared acceleration subject to a set of interpolation constraints. As generalization on the space of probability measures the integral over the squared acceleration is considered as a spline energy and regularized by addition of the usual action functional. Both energies are then discretized in time using local Wasserstein-2 distances and the generalized Wasserstein barycenter. The existence of time discrete regularized splines for given interpolation conditions is established. On the subspace of Gaussian distributions, the spline interpolation problem is solved explicitly and consistency in the discrete to continuous limit is shown. The computation of time discrete splines is implemented numerically, based on entropy regularization and the Sinkhorn algorithm. A variant of the iPALM method is applied for the minimization of the fully discrete functional. A variety of numerical examples demonstrate the robustness of the approach and show striking characteristics of the method. As a particular application the spline interpolation for synthesized textures is presented.

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arXiv2022

Consistent Approximation of Interpolating Splines in Image Metamorphosis

This paper investigates a variational model for splines in the image metamorphosis model for the smooth interpolation of key frames in the space of images. The Riemannian manifold of images based on the metamorphosis model defines shortest geodesic paths interpolating two images as minimizers of the path energy which measures the viscous dissipation caused by the motion field and dissipation caused by the material derivative of the image intensity along motion paths. In this paper, we aim at smooth interpolation of multiple key frame images picking up the general observation of cubic splines in Euclidean space which minimize the squared acceleration along the interpolation path. To this end, we propose the spline functional which combines quadratic functionals of the Eulerian motion acceleration and of the second material derivative of the image intensity as the proper notion of image intensity acceleration. We propose a variational time discretization of this model and study the convergence to a suitably relaxed time continuous model via $Γ$-convergence methodology. As a byproduct, this also allows to establish the existence of metamorphosis splines for given key frame images as minimizers of the time continuous spline functional. The time discretization is complemented by effective spatial discretization based on finite differences and a stable B-spline interpolation of deformed quantities. A variety of numerical examples demonstrates the robustness and versatility of the proposed method in applications. For the minimization of the fully discrete energy functional a variant of the iPALM algorithm is used.

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