Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems
Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems
.By the addition of entropic regularization, multimarginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multimarginal Sinkhorn algorithm. The main computational bottleneck of this algorithm is the repeated evaluation of marginals. Recently, it has been suggested that this evaluation can be …