Synthesis and Analysis of Data as Probability Measures with
Entropy-Regularized Optimal Transport
Synthesis and Analysis of Data as Probability Measures with
Entropy-Regularized Optimal Transport
We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these costs, of $m$ reference measures given a set of coefficients belonging to the $m$-dimensional simplex. The analysis problem …