The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by standard methods, of a non-linear integral equation. In the appendix, I also provide a short summary of an early result of Beurling on product measures, directly related to the Sinkhorn algorithm.
翻译:Sinkhorn算法是求解最优输运问题的一种数值方法。本文对该算法进行了简要综述,重点强调其几何起源:将其视为通过标准方法对非线性积分方程进行离散化处理,是一种自然的视角。在附录中,我还简要总结了Beurling关于乘积测度的一项早期成果,该成果与Sinkhorn算法直接相关。