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559 | 559 | "metadata": {},
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560 | 560 | "source": [
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561 | 561 | "### OT and statistical concepts\n",
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562 | | - "Some of the basics to understand the following statements can be found in the notebook \"InformationTheoryOptimization\" this part is also partly a direct reproduction of Marco Cuturi famous article \"Sinkhorn Distances: Lightspeed Computation of Optimal Transport\"\n", |
| 562 | + "Some of the basics to understand the following statements can be found in the notebook \"InformationTheoryOptimization\", this part is also partly a direct reproduction of Marco Cuturi famous article \"Sinkhorn Distances: Lightspeed Computation of Optimal Transport\"\n", |
563 | 563 | "\n",
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564 | 564 | "I would like to stop and mention that as we now interpret $P$ as a joint probability matrix, we can define its entropy, the marginal probabiilty entropy, and KL-divergence between two different transportation matrix. These takes the form of\n",
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565 | 565 | "\n",
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579 | 579 | "\\begin{align*} \\tag{1.5}\n",
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580 | 580 | " \\forall r,c \\in \\Sigma_d, \\forall P \\in U(r,c), h(P) \\leq h(r) + h(c)\n",
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581 | 581 | "\\end{align*}\n",
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582 | | - "ie, by using log-sum inequality, proved in the notebook called InformationTheoryOptimization\n", |
| 582 | + "ie, by using log-sum inequality, we proved in the notebook called InformationTheoryOptimization\n", |
583 | 583 | "\\begin{align*}\\tag{1.6}\n",
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584 | 584 | " \\sum_{i=0}^{N-1} a_i log\\left(\\frac{a_i}{b_i}\\right) &\\geq \\left(\\sum_{i=0}^{N-1} a_i\\right) log\\left(\\frac{\\sum_{i=0}^{N-1}a_i}{\\sum_{i=0}^{N-1}b_i}\\right)\n",
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585 | 585 | "\\end{align*}\n",
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