Concerning nonnegative matrices and doubly stochastic matrices
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Publication:2525664
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- Majorization, doubly stochastic matrices, and comparison of eigenvalues
- On the scaling of multidimensional matrices
- Scalings of matrices which have prespecified row sums and column sums via optimization
- A variational equivalent to diagonal scaling
- On diagonal products of doubly stochastic matrices
- Study of the permanent conjecture and some of its generalizations
- Convex polyhedra of doubly stochastic matrices. I: Applications of the permanent function
- Implications of convergence rates in Sinkhorn balancing
- Matrix scaling: A geometric proof of Sinkhorn's theorem
- Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data
- Structure properties of a doubly-stochastic process on a network
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- Lagrangian numerical methods for ocean biogeochemical simulations
- Convex histogram-based joint image segmentation with regularized optimal transport cost
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- Partitions of the polytope of doubly substochastic matrices
- Methods for scaling to doubly stochastic form
- Minimizing the permanent over some faces of the polytope of doubly stochastic matrices
- Diagonal matrix scaling is NP-hard
- A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
- On the complexity of nonnegative-matrix scaling
- Minimization of norms and the spectral radius of a sum of nonnegative matrices under diagonal equivalence
- Some structural properties of low-rank matrices related to computational complexity
- A low discrepancy sequence on graphs
- Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
- Robust learning in social networks via matrix scaling
- Scaling matrices and counting the perfect matchings in graphs
- Toric invariant theory for maximum likelihood estimation in log-linear models
- A note on overrelaxation in the Sinkhorn algorithm
- A hierarchically low-rank optimal transport dissimilarity measure for structured data
- Non-Hermitian random matrices with a variance profile. II: properties and examples
- Discriminative clustering with representation learning with any ratio of labeled to unlabeled data
- Lower bound estimation of the minimum eigenvalue of Hadamard product of an \(M\)-matrix and its inverse
- The nested Sinkhorn divergence to learn the nested distance
- Accelerating the Sinkhorn-Knopp iteration by Arnoldi-type methods
- Sinkhorn limits in finitely many steps
- Efficient feature matching via nonnegative orthogonal relaxation
- On stochasticity preserving methods for the computation of the matrix pth root
- Optimal transport: discretization and algorithms
- Bi-stochastic kernels via asymmetric affinity functions
- Permanents, \(\alpha\)-permanents and Sinkhorn balancing
- Sinkhorn normal form for unitary matrices
- On the analysis of adaptability in multi-source domain adaptation
- Matrix scaling and explicit doubly stochastic limits
- Sinkhorn-Knopp theorem for PPT states
- Stochastic matrix-free equilibration
- A general law of large permanent
- A fast projected fixed-point algorithm for large graph matching
- Scaling of matrices to achieve specified row and column sums
- The spectrum of a nonlinear operator associated with a matrix
- On matrices with doubly stochastic pattern
- The diagonal equivalence of a nonnegative matrix to a stochastic matrix
- The DAD theorem for symmetric non-negative matrices
- Novel 3D bio-macromolecular bilinear descriptors for protein science: predicting protein structural classes
- Learning doubly stochastic and nearly idempotent affinity matrix for graph-based clustering
- Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems
- Scaling positive random matrices: concentration and asymptotic convergence
- A common variable minimax theorem for graphs
- Vector Monte Carlo stochastic matrix-based algorithms for large linear systems
- Primitive sets of nonnegative matrices and synchronizing automata
- Quadratically regularized optimal transport on graphs
- Stochastic forms of non-negative matrices and Perron-regularity
- Matrix scaling limits in finitely many iterations
- Arbitrarily regularizable graphs
- Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
- Flat matrix models for quantum permutation groups
- Entropic approximation of Wasserstein gradient flows
- Scaling of symmetric matrices by positive diagonal congruence
- A Decomposition and Scaling-Inequality for Line-Sum-Symmetric Nonnegative Matrices
- Some problems and results concerning the spectrums of stochastic matrices†
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums. II
- The DAD Theorem for Arbitrary Row Sums
- Nonnegative Matrices Each of Whose Positive Diagonals Has the Same Sum
- A study of the van der Waerden conjecture and its generalizations
- Bigraphs versus digraphs via matrices
- Regularized optimal transport and the rot mover's distance
- On Schrödinger's bridge problem
- Parameter selection and preconditioning for a graph form solver
- A generalized matrix inverse that is consistent with respect to diagonal transformations
- A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
- A minimal completion of (0,1)-matrices without total support
- scientific article; zbMATH DE number 7255066 (Why is no real title available?)
- Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
- scientific article; zbMATH DE number 7370624 (Why is no real title available?)
- Doubly stochastic normalization of the Gaussian kernel is robust to heteroskedastic noise
- Recovering hidden components in multimodal data with composite diffusion operators
- Supervised optimal transport
- Image Keypoint Matching Using Graph Neural Networks
- Asymptotics for semidiscrete entropic optimal transport
- Resolving issues of scaling for Gramian-based input-output pairing methods
- Diagonal Scalings for the Eigenstructure of Arbitrary Pencils
- Entropic Regularization of NonGradient Systems
- Portfolio optimization of energy commodity futures returns with minimum information copula
- On bipartite unitary matrices generating subalgebra-preserving quantum operations
- Constructive quantum scaling of unitary matrices
- Quadratic vector equations on complex upper half-plane
- Preconditioning techniques based on the Birkhoff-von Neumann decomposition
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