Accelerating the Sinkhorn Algorithm for Sparse Multi-Marginal Optimal Transport via Fast Fourier Transforms
We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of marginals. If the MOT cost function decouples according to a tree or...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-08-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/15/9/311 |