ON THE GEOMETRY AND DYNAMICAL FORMULATION OF THE SINKHORN ALGORITHM FOR OPTIMAL TRANSPORT
Artikel i vetenskaplig tidskrift, 2024

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by standard methods, of a non-linear integral equation. In the appendix, I also provide a short summary of an early result of Beurling on product measures, directly related to the Sinkhorn algorithm.

product measures

Sinkhorn algorithm

groups of diffeomorphisms

Beurling

Madelung transform

Schrodinger bridge

geometric hydrodynamics

Optimal transport

Författare

Klas Modin

Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Journal of Computational Dynamics

2158-2491 (ISSN) 2158-2505 (eISSN)

Vol. 11 4 442-452

Långtidsbeteende för tvådimensionella inkompressibla flöden via kvantisering

Vetenskapsrådet (VR) (2022-03453), 2023-01-01 -- 2026-12-31.

Ämneskategorier

Maskinteknik

Matematik

Annan teknik

DOI

10.3934/jcd.2024006

Mer information

Senast uppdaterat

2024-09-23