The Derivatives of Sinkhorn–Knopp Converge
Work
Year: 2023
Type: article
Abstract: .We show that the derivatives of the Sinkhorn–Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport pro... more
Source: SIAM Journal on Optimization
Authors Edouard Pauwels, Samuel Vaiter
Institutions Institut Universitaire de France, Université de Toulouse, Université Toulouse III - Paul Sabatier, Université Toulouse-I-Capitole, Institut Polytechnique de Bordeaux +4 more
Cites: 12
Cited by: 2
Related to: 10
FWCI: 0.856
Citation percentile (by year/subfield): 47.11
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funders Agence Nationale de la Recherche, Air Force Office of Scientific Research, Air Force Office of Scientific Research
Grant IDS ANR-18-CE40-0005.P, FA8655-22-1-7012, FA9550-19-1-7026