论文标题

有限空间Kantorovich问题与桌子移动的MCMC

Finite space Kantorovich problem with an MCMC of table moves

论文作者

Pistone, Giovanni, Rapallo, Fabio, Rogantin, Maria Piera

论文摘要

在有限的度量空间上的最佳传输(OT)中,一个人在概率单简上定义了延伸地面空间距离的距离。距离是在非负值2向表中具有线性编程问题(LP)问题的值,其分配的概率函数是边缘。我们适用于这种情况,从代数统计(AS)移动的方法论,并使用它来推导蒙特卡洛马尔可夫链(MCMC)解决方案算法。

In Optimal Transport (OT) on a finite metric space, one defines a distance on the probability simplex that extends the distance on the ground space. The distance is the value of a Linear Programming (LP) problem on the set of non-negative-valued 2-way tables with assigned probability functions as margins. We apply to this case the methodology of moves from Algebraic Statistics (AS) and use it to derive a Monte Carlo Markov Chain (MCMC) solution algorithm.

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