Search Results for author: Flavien Léger

Found 2 papers, 0 papers with code

Mirror Descent with Relative Smoothness in Measure Spaces, with application to Sinkhorn and EM

no code implementations17 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.

Faster Wasserstein Distance Estimation with the Sinkhorn Divergence

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.

Computational Efficiency

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