Entropic regularization is one of the most active research areas in modern optimal transport. In many ways, it is simply another example of a regularization technique for the optimal transport problem. Indeed, we show in this chapter that it yields parametric rates, like many of the other regularization approaches we have discussed. But entropic optimal transport is, in fact, much more. The additional structure possessed by the entropic optimal transport problem unlocks additional statistical tools and applications.

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Entropic Optimal Transport

  • Sinho Chewi,
  • Jonathan Niles-Weed,
  • Philippe Rigollet

摘要

Entropic regularization is one of the most active research areas in modern optimal transport. In many ways, it is simply another example of a regularization technique for the optimal transport problem. Indeed, we show in this chapter that it yields parametric rates, like many of the other regularization approaches we have discussed. But entropic optimal transport is, in fact, much more. The additional structure possessed by the entropic optimal transport problem unlocks additional statistical tools and applications.