A Smoothed Dual Approach for Variational Wasserstein Problems

@article{Cuturi2016ASD,
  title={A Smoothed Dual Approach for Variational Wasserstein Problems},
  author={Marco Cuturi and Gabriel Peyr{\'e}},
  journal={SIAM J. Imaging Sciences},
  year={2016},
  volume={9},
  pages={320-343}
}
Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve minimizing over quantities (Wasserstein distances) that are themselves hard to compute. We show that the dual formulation of Wasserstein variational problems introduced recently by [13] can be regularized using an entropic smoothing, which leads to smooth… CONTINUE READING
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