Approximation of Wasserstein distance with Transshipment
Numerical Analysis
2020-09-24 v4 Numerical Analysis
Computation
Abstract
An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace, which corresponds to a transshipment problem. A multi-scale strategy is also considered. The method provides sparse transport matrices and can be applied to large scale and non structured data.
Keywords
Cite
@article{arxiv.1901.09400,
title = {Approximation of Wasserstein distance with Transshipment},
author = {Nicolas Papadakis},
journal= {arXiv preprint arXiv:1901.09400},
year = {2020}
}