The multiscale Sinkhorn algorithm

Outperform the baseline Auction and Sinkhorn algorithms by a factor x50-100 with adaptive coarse-to-fine strategies:

1) Blur parameter, scaling strategy

1) Blur parameter, scaling strategy

2) Kernel truncation, log-linear runtimes

2) Kernel truncation, log-linear runtimes

3) Optimal Transport in high dimension

3) Optimal Transport in high dimension

4) Sinkhorn vs. blurred Wasserstein distances

4) Sinkhorn vs. blurred Wasserstein distances