A Sinkhorn-type algorithm for sequentially composed optimal transport is shown to converge exponentially in the Hilbert metric and, for two stages, to have near-linear worst-case time in the plan size.
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Sinkhorn Algorithm for Sequentially Composed Optimal Transports
A Sinkhorn-type algorithm for sequentially composed optimal transport is shown to converge exponentially in the Hilbert metric and, for two stages, to have near-linear worst-case time in the plan size.