no code implementations • 17 Jun 2022 • Pierre-Cyril Aubin-Frankowski, Anna Korba, Flavien Léger
We also show that Expectation Maximization (EM) can always formally be written as a mirror descent.
no code implementations • NeurIPS 2020 • Lenaic Chizat, Pierre Roussillon, Flavien Léger, François-Xavier Vialard, Gabriel Peyré
We also propose and analyze an estimator based on Richardson extrapolation of the Sinkhorn divergence which enjoys improved statistical and computational efficiency guarantees, under a condition on the regularity of the approximation error, which is in particular satisfied for Gaussian densities.