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Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality

Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality

The distance that compares the difference between two probability distributions plays a fundamental role in statistics and machine learning. Optimal transport (OT) theory provides a theoretical framework to study such distances. Recent advances in OT theory include a generalization of classical OT with an extra entropic constraint or regularization, called …