A fast approach to optimal transport: the back-and-forth method
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DOI: 10.1007/s00211-020-01154-8
Abstract: We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with… read more here.
Keywords: transport back; optimal transport; method; fast approach ... See more keywords