Published July 29, 2022 | Version v1
Publication

The derivatives of Sinkhorn-Knopp converge

Contributors

Others:

Description

We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear convergence rate.

Additional details

Identifiers

URL
https://hal.archives-ouvertes.fr/hal-03736905
URN
urn:oai:HAL:hal-03736905v2

Origin repository

Origin repository
UNICA