19 citations · 19 across the 6 of their papers we have counts for
4 papers · 1 filter
Families of extensions of the Kantorovich-Rubinstein and Lipschitz norms
Dávid Terjék
We propose a family of extensions of the Kantorovich-Rubinstein norm from the space of zero-charge countably additive measures on a compact metric space to the space of all countab…
Optimal transport with -divergence regularization and generalized Sinkhorn algorithm
Dávid Terjék, Diego González-Sánchez
Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the pro…
A primal representation of the Monge-Kantorovich norm
Dávid Terjék
In this note, following \cite{Chitescuetal2014}, we show that the Monge-Kantorovich norm on the vector space of countably additive measures on a compact metric space has a primal r…
Moreau-Yosida -divergences
Dávid Terjék
Variational representations of -divergences are central to many machine learning algorithms, with Lipschitz constrained variants recently gaining attention. Inspired by this, we…