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StochasticOptimalTransport

Julia implementation of stochastic optimization algorithms for large-scale optimal transport.

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Bibliography

Genevay et al. (2016). Stochastic Optimization for Large-Scale Optimal Transport. Advances in Neural Information Processing Systems (NIPS 2016), 29:3440-3448.

Peyré, Gabriel, & Marco Cuturi (2019). Computational Optimal Transport. Foundations and Trends in Machine Learning, 11(5-6):355-607.