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Regularized Unbalanced Optimal Transport with Pearson Marginal Penalties

Phung, Minh-Nhat et al.
arXiv (All) · Papers
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machine-learningnumerical-analysisoptimization-and-control
We study quadratically regularized unbalanced optimal transport with Pearson marginal penalties and a lower bound $δ\ge0$ on the plan, including the sparse case $δ=0$. We organize the analysis around the active interface, where the plan switches from its lower bound to larger values. We prove a Newt
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