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math.OC2022★ 1 cited
On the Convergence Rate of Sinkhorn's Algorithm
Promit Ghosal, Marcel Nutz
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate is shown to satisfy …
math.OC2022★ 1 cited
Convergence Rates for Regularized Optimal Transport via Quantization
Stephan Eckstein, Marcel Nutz
We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^…