Approximation of Wasserstein distance with Transshipment
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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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