تقرير
Finite space Kantorovich problem with an MCMC of table moves
| العنوان: | Finite space Kantorovich problem with an MCMC of table moves |
|---|---|
| المؤلفون: | Pistone, Giovanni, Rapallo, Fabio, Rogantin, Maria Piera |
| سنة النشر: | 2020 |
| المجموعة: | Statistics |
| مصطلحات موضوعية: | Statistics - Methodology, Statistics - Computation, 62R01 65C05 62H17 62H05 |
| الوصف: | 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. Comment: 25 pages; a proof has been added and some notational issues have been fixed |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2002.10335 |
| رقم الأكسشن: | edsarx.2002.10335 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |