arXiv:1901.09400 Abstract | arXiv Analytics

arXiv:1901.09400 [math.NA]Abstract References Reviews Resources

Approximation of Wasserstein distance with Transshipment

Published 2019-01-27Version 1

An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace, which corresponds to a transshipment problem. A multi-scale strategy is also considered. The method provides sparse transport matrices and can be applied to large scale and non structured data.

Categories: math.NA, stat.CO

Keywords: approximation, low dimensional subspace, sparse transport matrices, non structured data, p-wasserstein distance

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