Title: Diffeomorphic random sampling using optimal information transport,
Abstract: In this article we explore an algorithm for diffeomorphic random sampling of
nonuniform probability distributions on Riemannian manifolds. The algorithm is
based on optimal information transport (OIT)---an analogue of optimal mass
transport (OMT). Our framework uses the deep geometric connections between the
Fisher-Rao metric on the space of probability densities and the right-invariant
information metric on the group of diffeomorphisms. The resulting sampling
algorithm is a promising alternative to OMT, in particular as our formulation
is semi-explicit, free of the nonlinear Monge--Ampere equation. Compared to
Markov Chain Monte Carlo methods, we expect our algorithm to stand up well when
a large number of samples from a low dimensional nonuniform distribution is
needed.