1 code implementation • 17 Jun 2022 • Clément Bonet, Paul Berg, Nicolas Courty, François Septier, Lucas Drumetz, Minh-Tan Pham
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden.
no code implementations • 7 Mar 2022 • Rui Min, Christelle Garnier, François Septier, John Klein
The particle filter (PF) is a powerful inference tool widely used to estimate the filtering distribution in non-linear and/or non-Gaussian problems.
no code implementations • 21 Oct 2021 • Clément Bonet, Nicolas Courty, François Septier, Lucas Drumetz
In the context of optimal transport methods, the subspace detour approach was recently presented by Muzellec and Cuturi (2019).
1 code implementation • 21 Oct 2021 • Clément Bonet, Nicolas Courty, François Septier, Lucas Drumetz
However, it requires solving a nested optimization problem at each iteration, and is known for its computational challenges, especially in high dimension.