On the geometry and dynamical formulation of the Sinkhorn algorithm for optimal transport

09/16/2023

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by   Klas Modin, et al.

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The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by standard methods, of a non-linear integral equation. In the appendix, I also provide a short summary of an early result of Beurling on product measures, directly related to the Sinkhorn algorithm.