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Convergence of the Sinkhorn Riemannian metric for finitely supported measures

Mordant, Gilles et al.
arXiv (OAI Expanded) · Papers
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optimization-and-control
The Sinkhorn Riemannian metric characterizes the local behavior of the Sinkhorn divergence, a debiased version of entropy-regularized optimal transport. Although the Sinkhorn divergence is known to approximate the squared Wasserstein-2 distance as the regularization parameter $\varepsilon$ goes to $
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