Title	On Overrelaxation in the Sinkhorn Algorithm
Creator	von Renesse, Max
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2021-06-25T09:04
Description	We discuss a simple but potent modification of the Sinkhorn algorithm based on overrelaxation. We provide an a priori estimate for the crucial overrelaxation parameter which guarantees both global and improved local convergence.
Extent	42.0 minutes
Subject	Mathematics; Partial Differential Equations; Probability Theory And Stochastic Processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Universitaet Leipzig
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2023-10-24
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0437316
URI	http://hdl.handle.net/2429/86305
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

Open Collections

BIRS Workshop Lecture Videos