4 citations · 4 across the 1 of their papers we have counts for
4 papers
The back-and-forth method for Wasserstein gradient flows
Matt Jacobs, Wonjun Lee, Flavien Léger
We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and Léger t…
A gradient descent perspective on Sinkhorn
Flavien Léger
We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback-Leibler d…
A fast approach to optimal transport: The back-and-forth method
Matt Jacobs, Flavien Léger
We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two pr…
Hopf-Cole transformation via generalized Schrödinger bridge problem
Flavien Léger, Wuchen Li
We study generalized Hopf-Cole transformations motivated by the Schrödinger bridge problem, which can be seen as a boundary value Hamiltonian system on the Wasserstein space. We pr…