Computational Optimal Transport

@article{Peyr2019ComputationalOT,
  title={Computational Optimal Transport},
  author={G. Peyr{\'e} and Marco Cuturi},
  journal={Found. Trends Mach. Learn.},
  year={2019},
  volume={11},
  pages={355-607}
}
  • G. Peyré, Marco Cuturi
  • Published 2019
  • Mathematics, Computer Science
  • Found. Trends Mach. Learn.
  • Optimal Transport (OT) is a mathematical gem at the interface between probability, analysis and optimization. The goal of that theory is to define geometric tools that are useful to compare probability distributions. Earlier contributions originated from Monge's work in the 18th century, to be later rediscovered under a different formalism by Tolstoi in the 1920's, Kantorovich, Hitchcock and Koopmans in the 1940's. The problem was solved numerically by Dantzig in 1949 and others in the 1950's… CONTINUE READING
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