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math.OC2020★ 64 cited
Faster Wasserstein Distance Estimation with the Sinkhorn Divergence
Lenaic Chizat, Pierre Roussillon, Flavien Léger +2
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimat…
math.OC2018
Solving Large-Scale Optimization Problems with a Convergence Rate Independent of Grid Size
Matt Jacobs, Flavien Léger, Wuchen Li +1
We present a primal-dual method to solve L1-type non-smooth optimization problems independently of the grid size. We apply these results to two important problems : the Rudin-Osher…
math.OC2017★ 2 cited
A geometric perspective on regularized optimal transport
Flavien Léger
We present new geometric intuition on dynamical versions of regularized optimal transport. We introduce two families of variational problems on Riemannian manifolds which contain a…