The Book


Computational Optimal Transport

You can retrieve the draft of the book:

Gabriel Peyré and Marco Cuturi, Computational Optimal Transport, 2017.

This book reviews OT with a bias toward numerical methods and their applications in data sciences, and sheds lights on the theoretical properties of OT that make it particularly useful for some of these applications. Our focus is on the recent wave of efficient algorithms that have helped translate attractive theoretical properties onto elegant and scalable tools for a wide variety of applications. We also give a prominent place to the many generalizations of OT that have been proposed in but a few years, and connect them with related approaches originating from statistical inference, kernel methods and information theory.