Convergence rate of Tsallis entropic regularized optimal transport

Abstract
In this paper, we consider Tsallis entropic regularized optimal transport and discuss the convergence rate as the regularization parameter goes to . In particular, we establish the convergence rate of the Tsallis entropic regularized optimal transport using the quantization and shadow arguments developed by Eckstein--Nutz. We compare this to the convergence rate of the entropic regularized optimal transport with Kullback--Leibler (KL) divergence and show that KL is the fastest convergence rate in terms of Tsallis relative entropy.
View on arXivComments on this paper