The statistical effect of entropic regularization in optimal transportation

Published 9 Jun 2020 in math.ST, cs.LG, math.OC, and stat.TH | (2006.05199v2)

Abstract: 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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