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The statistical effect of entropic regularization in optimal transportation

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arxiv 2006.05199 v2 pith:HBDT6QY7 submitted 2020-06-09 math.ST cs.LGmath.OCstat.TH

Eustasio del Barrio , Jean-Michel Loubes This is my paper · ORCID
classification math.STcs.LGmath.OCstat.TH
keywords effectregularizationoptimalstatisticalunderstandingalgotihmsbettercase
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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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  1. Optimal Transport with Heterogeneously Missing Data

    stat.ML 2025-05 conditional novelty 6.0 of 10

    A debiased Bures-Wasserstein estimator and a matrix-completion based estimator for entropic optimal transport are consistent under heterogeneous MCAR missingness.

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