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Computing Kantorovich-Wasserstein Distances on d-dimensional histograms using (d+1)-partite graphs

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Authors: Gennaro Auricchio,Federico Bassetti,Stefano Gualandi,Marco Veneroni
Where published: NeurIPS 2018 12
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Abstract URL: http://papers.nips.cc/paper/7821-computing-kantorovich-wasserstein-distances-on-d-dimensional-histograms-using-d1-partite-graphs

This paper presents a novel method to compute the exact Kantorovich-Wasserstein distance between a pair of $d$-dimensional histograms having $n$ bins each. We prove that this problem is equivalent to an uncapacitated minimum cost flow problem on a $(d+1)$-partite graph with $(d+1)n$ nodes and $dn^{\frac{d+1}{d}}$ arcs, whenever the cost is separable along the principal $d$-dimensional directions. We show numerically the benefits of our approach by computing the Kantorovich-Wasserstein distance of order 2 among two sets of instances: gray scale images and $d$-dimensional biomedical histograms. On these types of instances, our approach is competitive with state-of-the-art optimal transport algorithms.

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