Published 2023 | Version v1
Journal article

The derivatives of Sinkhorn-Knopp converge

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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.

Abstract

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URL
https://hal.science/hal-03736905
URN
urn:oai:HAL:hal-03736905v3