A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
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 |
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