Finite space Kantorovich problem with an MCMC of table moves

24 Feb 2020 Giovanni Pistone Fabio Rapallo Maria Piera Rogantin

In Optimal Transport (OT) on a finite metric space, one defines a distance on the probability simplex that extends the distance on the ground space. The distance is the value of a Linear Programming (LP) problem on the set of non-negative-valued 2-way tables with assigned probability functions as margins... (read more)

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Categories


  • METHODOLOGY
  • COMPUTATION
  • 62R01 65C05 62H17 62H05