Sinkhorn Distances: Lightspeed Computation of Optimal ...

r to c using a transport matrix (or joint probability) P can be quantified as hP,M i. The problem defined in Equation (1) dM(r,c) := min P∈U(r,c) hP,M i. (1) is called an optimal transport (OT) problem between r and c given cost M. An optimal table P⋆ for this problem can be obtained, among other approaches, with the network simplex ...

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