In jagterberg/nonparGraphTesting: Nonparametric Testing for Random Graphs

This package is created to match point clouds up to an orthogonal invariance. In particular, the goal is to optimize $$\min_{Q,P}||XQ - PY||_F^2$$ where $Q$ is an orthogonal $d \times d$ matrix and $P$ is an $n \times m$ assignment matrix. This is exactly the optimal transport problem.

The problem minimizes by alternating over minimizing $Q$ and $P$, where $P$ is found by minimizing a penalized problem that admits a solution in the cost matrix. I will update this more later.

jagterberg/nonparGraphTesting documentation built on Feb. 4, 2022, 1:31 a.m.