Abstract:In this paper, we propose our information-theoretic equivalence of entropic multi-marginal optimal transport (MOT). This equivalence can be easily reduced to the case of entropic optimal transport (OT). Because OT is widely used to compare differences between knowledge or beliefs, we apply this result to the communication between agents with different beliefs. Our results formally prove the statement that entropic OT is information-theoretically optimal given by Wang et al. [2020] and generalize it to the multi-agent case. We believe that our work can shed light on OT theory in future multi-agent teaming systems.
Abstract:In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we derive two Talagrand-type inequalities using the saturation of EPI that corresponds to a numerical term in our expression. We evaluate for a wide variety of distributions this term whereas for Gaussian and i.i.d. Cauchy distributions this term is found in explicit form. We show that our results extend previous results of Gaussian Talagrand inequality for Sinkhorn distance to the strongly log-concave case.