38 citations · 57 across the 7 of their papers we have counts for
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math.OC2020
Online Sinkhorn: Optimal Transport distances from sample streams
Arthur Mensch, Gabriel Peyré
Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability dis…
math.OC2017
Local Linear Convergence Analysis of Primal-Dual Splitting Methods
Jingwei Liang, Jalal Fadili, Gabriel Peyré
In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization proble…
math.OC2015★ 5 cited
Entropic Wasserstein Gradient Flows
Gabriel Peyré
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically…