Pseudo-Riemannian geometry encodes information geometry in optimal transport
Optimal transport and information geometry both study geometric structures on spaces of probability distributions. Optimal transport characterizes the cost-minimizing movement from one distribution to another, while information geometry originates from coordinate invariant properties of statistical inference. We give a new differential-geometric relation between the two fields. Namely, the pseudo-Riemannian framework of Kim and McCann, which provides a geometric perspective on the fundamental Ma–Trudinger–Wang (MTW) condition in the regularity theory of optimal transport maps, encodes the dualistic structure of statistical manifold. In this talk, we explain this general relation using the framework of c-divergence, under which divergences are defined by optimal transport maps. We also comment on recent results about entropic optimal transport that utilize the c-divergence.

