English

Positivity and Transportation

Machine Learning 2012-09-13 v1 Combinatorics

Abstract

We prove in this paper that the weighted volume of the set of integral transportation matrices between two integral histograms r and c of equal sum is a positive definite kernel of r and c when the set of considered weights forms a positive definite matrix. The computation of this quantity, despite being the subject of a significant research effort in algebraic statistics, remains an intractable challenge for histograms of even modest dimensions. We propose an alternative kernel which, rather than considering all matrices of the transportation polytope, only focuses on a sub-sample of its vertices known as its Northwestern corner solutions. The resulting kernel is positive definite and can be computed with a number of operations O(R^2d) that grows linearly in the complexity of the dimension d, where R^2, the total amount of sampled vertices, is a parameter that controls the complexity of the kernel.

Cite

@article{arxiv.1209.2655,
  title  = {Positivity and Transportation},
  author = {Marco Cuturi},
  journal= {arXiv preprint arXiv:1209.2655},
  year   = {2012}
}

Comments

13 pages, 1 figure

R2 v1 2026-06-21T22:03:54.583Z