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most citedFlexible Parametric Inference for Space-Time Hawkes Processes

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math.ST2021

A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport

Bernard Bercu, Jérémie Bigot, Sébastien Gadat +1

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arb…