A stochastic Gauss–Newton algorithm for regularized semi-discrete optimal transport

DOI10.1093/imaiai/iaac014OpenAlexW4226135501WikidataQ114092363 ScholiaQ114092363MaRDI QIDQ5878258

Bernard Bercu, Sébastien Gadat, Emilia Siviero, Jérémie Bigot

Publication date: 20 February 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.05291

zbMATH Keywords

stochastic optimizationoptimal transportentropic regularizationconvergence of random variablesstochastic Gauss-Newton algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Operations research and management science (90Bxx)

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