Stability of entropic optimal transport and Schrödinger bridges
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Publication:2165533
DOI10.1016/j.jfa.2022.109622zbMath1497.90148arXiv2106.03670OpenAlexW3168712283MaRDI QIDQ2165533
Promit Ghosal, Marcel Nutz, Espen Bernton
Publication date: 20 August 2022
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.03670
Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Linear optimal control problems (49N05)
Related Items (11)
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Scaling positive random matrices: concentration and asymptotic convergence ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Quantitative uniform stability of the iterative proportional fitting procedure ⋮ 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
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