2 papers
stat.CO2021
Frank-Wolfe Methods in Probability Space
Carson Kent, Jose Blanchet, Peter Glynn
We introduce a new class of Frank-Wolfe algorithms for minimizing differentiable functionals over probability measures. This framework can be shown to encompass a diverse range of…
cs.DS2018
Towards Optimal Running Times for Optimal Transport
Jose Blanchet, Arun Jambulapati, Carson Kent +1
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $μ, ν\in Δ^…