The Sinkhorn algorithm, parabolic optimal transport and geometric Monge-Ampère equations
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Publication:2194042
DOI10.1007/s00211-020-01127-xzbMath1453.35084arXiv1712.03082OpenAlexW3037862998MaRDI QIDQ2194042
Publication date: 25 August 2020
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.03082
Nonlinear parabolic equations (35K55) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Nonlinear elliptic equations (35J60) Numerical methods for partial differential equations, boundary value problems (65N99)
Related Items (13)
Optimal transportation, modelling and numerical simulation ⋮ Point source regularization of the finite source reflector problem ⋮ Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Stability of entropic optimal transport and Schrödinger bridges ⋮ A linear finite-difference scheme for approximating randers distances on cartesian grids ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Entropic optimal transport solutions of the semigeostrophic equations ⋮ On the difference between entropic cost and the optimal transport cost ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Asymptotic analysis of domain decomposition for optimal transport ⋮ Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization ⋮ Entropic optimal transport: convergence of potentials ⋮ Entropic optimal transport: geometry and large deviations
Uses Software
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