HIGHLIGHTS
- who: Sinkhorn algorithm and colleagues from the (UNIVERSITY) have published the article: On the linear convergence of the multi-marginal Sinkhorn algorithm, in the Journal: (JOURNAL)
- what: The aim of this short note is to give an elementary proof of linear convergence of the for the entropic regularization of multi-marginal optimal transport.
SUMMARY
The linear convergence of the Sinhkorn algorithm for two marginals is well-known. In the analysis of_[8], a key ingredient is that Sinkhorn iterates are coordinate descent updates for a convex minimization problem (dual to an . . .
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