Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm.
Stephan EcksteinMarcel NutzPublished in: SIAM J. Math. Anal. (2022)
Keyphrases
- dynamic programming
- learning algorithm
- optimal solution
- times faster
- detection algorithm
- np hard
- worst case
- computational complexity
- convergence rate
- search space
- computational cost
- objective function
- least squares
- k means
- particle swarm optimization
- closed form
- exhaustive search
- iterative algorithms
- global convergence
- neural network
- preprocessing
- segmentation algorithm
- locally optimal
- convergence analysis
- total least squares
- matching algorithm
- sufficient conditions
- expectation maximization
- probabilistic model
- experimental evaluation
- cost function