Related papers: Exponential Convergence of Sinkhorn Under Regulari…
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…
The diffeomorphic registration framework enables to define an optimal matching function between two probability measures with respect to a data-fidelity loss function. The non convexity of the optimization problem renders the choice of this…
This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…
We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear…
We prove that the Sinkhorn algorithm converges at a rate of $O(k^{-1} \log k)$ in $\ell_1$-norm marginal error, in the asymptotically scalable case. This almost closes the gap between the lower bound $\Omega(k^{-1})$ (Qu et al., 2025) and…
Matrix scaling and matrix balancing are two basic linear-algebraic problems with a wide variety of applications, such as approximating the permanent, and pre-conditioning linear systems to make them more numerically stable. We study the…
The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the…
Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
For a given nonnegative matrix $A=(A_{ij})$, the matrix scaling problem asks whether $A$ can be scaled to a doubly stochastic matrix $D_1AD_2$ for some positive diagonal matrices $D_1,D_2$.The Sinkhorn algorithm is a simple iterative…
Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…
In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…
Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…
We study distributed Sinkhorn iterations for entropy-regularized optimal transport when the Gibbs kernel operator is row-partitioned across c workers and cannot be centralized. We present Federated Sinkhorn, two exact synchronous protocols…
The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…