A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bernard Bercu, Jérémie Bigot, Sébastien Gadat and Emilia Siviero
| Year of publication: |
July 2021
|
|---|---|
| Authors: | Bercu, Bernard ; Bigot, Jérémie ; Gadat, Sébastien ; Siviero, Emilia |
| Publisher: |
[Toulouse] : Toulouse School of Economics |
| Subject: | Stochastic optimization | Stochastic Gauss-Newton algorithm | Optimal transport | Entropic regularization | Convergence of random variables | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Zufallsvariable | Random variable |
freely available
| Extent: | 1 Online-Ressource (circa 50 Seiten) |
|---|---|
| Series: | Working papers / TSE : WP. - Toulouse, ZDB-ID 2816658-9. - Vol. no 1231 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012596536