An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm
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Publication:2210656
DOI10.1007/s10915-020-01325-7zbMath1478.49043arXiv1911.06850OpenAlexW3093980270MaRDI QIDQ2210656
Augusto Gerolin, Simone Di Marino
Publication date: 7 November 2020
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.06850
Kantorovich dualitySinkhorn algorithmSchrödinger bridge problemiterative proportional fitting procedureentropic regularization of optimal transport
Numerical methods based on necessary conditions (49M05) Methods involving semicontinuity and convergence; relaxation (49J45) Duality theory (optimization) (49N15) Optimal transportation (49Q22)
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