The GenCol algorithm for high-dimensional optimal transport: general formulation and application to barycenters and Wasserstein splines

Published 19 Sep 2022 in math.NA, cs.LG, cs.NA, and math.OC | (2209.09081v1)

Abstract: We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.

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