Interpolating between Optimal Transport and MMD using Sinkhorn Divergences

18 Oct 2018Jean FeydyThibault SéjournéFrançois-Xavier VialardShun-ichi AmariAlain TrouvéGabriel Peyré

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric nature of the problem... (read more)

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