An algorithm to approximate the optimal expected inner product of two vectors with given marginals

DOI10.1016/j.jmaa.2017.02.003zbMath1361.65043OpenAlexW3122091473MaRDI QIDQ136014

Giovanni Puccetti, Giovanni Puccetti

Publication date: July 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.02.003

zbMATH Keywords

\(p\)-Wasserstein distanceEarth Mover's distancelinear sum assignment problemoptimal transportationsswapping algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational problems in a geometric measure-theoretic setting (49Q20)

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Uses Software

• EMD

Cites Work

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