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Preprints, Working Papers, ... Year : 2019

Approximation of Wasserstein distance with Transshipment

Abstract

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.
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Dates and versions

hal-01997598 , version 1 (22-07-2019)

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Nicolas Papadakis. Approximation of Wasserstein distance with Transshipment. 2019. ⟨hal-01997598⟩

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