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Closed form Entropic OT for balanced and unbalanced Gaussians

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hichamjanati/Entropic-OT-gaussians

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Entropic OT for Gaussian measures

This repository contains the code to compute Entropy regularized OT for Gaussian measures in closed form for both balanced and unbalanced cases.

It reproduces the experiments of (Janati et al., Entropic Optimal Transport between (Unbalanced) Gaussian Measures has a Closed Form) available at https://arxiv.org/abs/2006.02572.

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Closed form Entropic OT for balanced and unbalanced Gaussians

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