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math.ST2026
Equivalence of optimal transport problems to regularization on the family of f-divergences
Maxime Nicaise, Yaiza Bermudez, Samir M. Perlaza
This work establishes that an optimal transport~(OT) problem regularized by a given -divergence admits the same solution as another OT problem regularized by a different -div…
math.ST2024
Empirical Risk Minimization with Relative Entropy Regularization
Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola +2
The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a -finite measur…