ƧƿѦςɛ♏ѦਹѤʞDec 29
What Numbers Do You Get by Iteratively Scaling a Matrix?
https://www.youtube.com/watch?v=-uIwboK4nwE
#maths #mathematics #Sinkhorn #matrix #determinant #scaling #math
What Numbers Do You Get by Iteratively Scaling a Matrix?

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Show threadFabrizio MusacchioAug 14, 2023

Calculating the #Wasserstein distance (#EMD) 📈 can be computational costly when using #LinearProgramming. The #Sinkhorn algorithm provides a computationally efficient method for approximating the EMD, making it a practical choice for many applications, especially for large datasets 💫. Here is another tutorial, showing how to solve #OptimalTransport problem using the Sinkhorn algorithm in #Python 🐍

🌎 https://www.fabriziomusacchio.com/blog/2023-07-23-wasserstein_distance_sinkhorn/

Wasserstein distance via entropy regularization (Sinkhorn algorithm)

Calculating the Wasserstein distance can be computational costly when using linear programming. The Sinkhorn algorithm provides a computationally efficient method for approximating the Wasserstein distance, making it a practical choice for many applications, especially for large datasets.

Fabrizio Musacchio
Stijn De BaerdemackerJan 27, 2023
Awesome hosting @DerkKooi from VU during QuNB group meeting earlier this week, talking about 1RDMFT and the connections with Optimal Transport. Added bonus: #Sinkhorn algorithms!