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math.OC2022
Solving a Special Type of Optimal Transport Problem by a Modified Hungarian Algorithm
Yiling Xie, Yiling Luo, Xiaoming Huo
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation ins…
stat.ML2022
An Accelerated Stochastic Variance-Reduced Algorithm for Entropic Wasserstein Barycenters
Yiling Xie, Yiling Luo, Xiaoming Huo
Fixed-support Wasserstein barycenters average probability distributions while accounting for the geometry of the support. We study the entropically regularized Wasserstein barycent…