Entropic optimal transport: convergence of potentials

DOI10.1007/s00440-021-01096-8zbMath1504.90095arXiv2104.11720OpenAlexW3217740066MaRDI QIDQ2089759

Johannes Wiesel, Marcel Nutz

Publication date: 24 October 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.11720

zbMATH Keywords

optimal transportentropic regularizationSchrödinger potentials

Mathematics Subject Classification ID

Convex programming (90C25) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Linear optimal control problems (49N05)

Related Items (12)

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Entropic Optimal Planning for Path-Dependent Mean Field Games ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ A strong duality principle for equivalence couplings and total variation ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Convergence rate of general entropic optimal transport costs ⋮ Entropy martingale optimal transport and nonlinear pricing-hedging duality ⋮ Entropic optimal transport: geometry and large deviations ⋮ Martingale Schrödinger bridges and optimal semistatic portfolios

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