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20142022
most citedStochastic Optimization for Large-scale Optimal Transport

147 citations

Showing 2018Show all

6 papers · 1 filter

math.ST2018★ 127 cited

Sample Complexity of Sinkhorn divergences

Aude Genevay, Lénaic Chizat, Francis Bach +2

Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn div…

math.AP2018★ 6 cited

Generalized compressible flows and solutions of the H(div) geodesic problem

Thomas Gallouët, Andrea Natale, François-Xavier Vialard

We study the geodesic problem on the group of diffeomorphism of a domain MRd, equipped with the H(div) metric. The geodesic equations coincide with the Camassa-Holm equati…

math.OC2018★ 1 cited

On Representer Theorems and Convex Regularization

Claire Boyer, Antonin Chambolle, Yohann De Castro +3

We establish a general principle which states that regularizing an inverse problem with a convex function yields solutions which are convex combinations of a small number of atoms.…

math.PR2018★ 12 cited

Stein operators, kernels and discrepancies for multivariate continuous distributions

Guillaume Mijoule, Gesine Reinert, Yvik Swan

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which w…

math.PR2018★ 7 cited

Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem

Thomas Gallouët, Guillaume Mijoule, Yvik Swan

Consider the multivariate Stein equation , where is a standard -dimensional Gaussian random vector, and let be the solution give…

math.AP2018

Embedding Camassa-Holm equations in incompressible Euler

François-Xavier Vialard, Andrea Natale

In this article, we show how to embed the so-called CH2 equations into the geodesic flow of the Hdiv metric in 2D, which, itself, can be embedded in the incompressible Euler equati…