14 papers
Sharp Asymptotics for Regularized Optimal Transport
Carlos Cardoso-Perelló, Alberto González-Sanz, Marcel Nutz
We study the small-regularization limit for -regularized optimal transport with and for entropically regularized optimal transport (EOT). The exact first-order (r…
Finite-sample bounds for regularized optimal transport
Alberto González-Sanz, Marcel Nutz, Austin J. Stromme
We study the sample complexity of regularized optimal transport for general convex regularizations including the Kullback--Leibler divergence and penalties. Our main results…
Stability of Quadratically Regularized Optimal Transport
Alberto González-Sanz, Marcel Nutz
Quadratically regularized optimal transport (QOT) is a sparse alternative to entropic optimal transport. We develop a quantitative stability theory for QOT under perturbations of t…
Polyak-Lojasiewicz Inequality for Quadratically Regularized Optimal Transport
Alberto González-Sanz, Marcel Nutz, Andrés Riveros Valdevenito
Quadratically regularized optimal transport (QOT) is an alternative to entropic regularization that yields sparse couplings and avoids numerical instabilities due to exponential sc…
Linear Convergence of Gradient Descent for Quadratically Regularized Optimal Transport
Alberto González-Sanz, Marcel Nutz, Andrés Riveros Valdevenito
In optimal transport, quadratic regularization is an alternative to entropic regularization when sparse couplings or small regularization parameters are desired. Quadratic regulari…
Entropic regularization of Monge's problem
Marcel Nutz, Chenyang Zhong
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost in dimension . We develop a co…