Fast Entropic Regularized Optimal Transport Using Semidiscrete Cost Approximation
Fast Entropic Regularized Optimal Transport Using Semidiscrete Cost Approximation is a scholarly work, published in 2018 in ''SIAM Journal on Scientific and Statistical Computing''. The main subjects of the publication include spatial analysis, geodesic curve, mathematical analysis, mathematics, Markov chain Monte Carlo, low-rank approximation, matrix, pointwise operation, mathematical optimization, distance matrix, transportation theory, applied mathematics, parallel transport, and algorithm. The authors obtain a low-rank decomposition of this matrix and exploit it to accelerate the Bregman projection algorithm.