The statistical effect of entropic regularization in optimal transportation
Statistics Theory
2020-06-16 v2 Machine Learning
Optimization and Control
Statistics Theory
Abstract
We propose to tackle the problem of understanding the effect of regularization in Sinkhorn algotihms. In the case of Gaussian distributions we provide a closed form for the regularized optimal transport which enables to provide a better understanding of the effect of the regularization from a statistical framework.
Cite
@article{arxiv.2006.05199,
title = {The statistical effect of entropic regularization in optimal transportation},
author = {Eustasio del Barrio and Jean-Michel Loubes},
journal= {arXiv preprint arXiv:2006.05199},
year = {2020}
}