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Section: New Results

Second order models for optimal transport and cubic splines on the Wasserstein space

J-D. Benamou, T. O. Gallou√ęt, F-X. Vialard. In [4]¬†: On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we propose a simpler approach based on the relaxation of the variational problem on the path space. We explore two different numerical approaches, one based on multi-marginal optimal transport and entropic regularization and the other based on semi-discrete optimal transport.