Abstract: When the images are formulated as discrete measures, computing Wasserstein-p distance between them is challenging due to the complexity of solving the corresponding Kantorovich's problem. In this paper, we propose a novel algorithm to compute the Wasserstein-p distance between discrete measures by restricting the optimal transport (OT) problem on a subset. First, we define the restricted OT problem and prove the solution of the restricted problem converges to Kantorovich's OT solution. Second, we propose the SparseSinkhorn algorithm for the restricted problem and provide a multi-scale algorithm to estimate the subset. Finally, we implement the proposed algorithm on CUDA and illustrate the linear computational cost in terms of time and memory requirements. We compute Wasserstein-p distance, estimate the transport mapping, and transfer color between color images with size ranges from <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$64\times 64$</tex> to <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$1920\times 1200$</tex> . (Our code is available at https://github.com/ucascnic/CudaOT)
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