The statistical effect of entropic regularization in optimal transportation

06/09/2020
by   Eustasio del Barrio, et al.
0

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.

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