Interpolating between Optimal Transport and MMD using Sinkhorn Divergences

Jean Feydy, Thibault Séjourné, François-Xavier Vialard, Shun-ichi Amari, Alain Trouvé, Gabriel Peyré

Abstract: Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wi...