Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
From MaRDI portal
Publication:5000631
DOI10.1137/20M1320195zbMath1467.93329arXiv2004.06909OpenAlexW3182348197MaRDI QIDQ5000631
Axel Ringh, Isabel Haasler, Johan Karlsson, Yongxin Chen
Publication date: 15 July 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.06909
hidden Markov chaingraph signal processingSchrödinger bridgemultimarginal optimal transportensemble estimation
Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
Related Items (8)
Wasserstein Barycenters Are NP-Hard to Compute ⋮ On the Linear Convergence of the Multimarginal Sinkhorn Algorithm ⋮ Estimating pollution spread in water networks as a Schrödinger bridge problem with partial information ⋮ A family of pairwise multi-marginal optimal transports that define a generalized metric ⋮ Monge-Kantorovich optimal transport through constrictions and flow-rate constraints ⋮ Unbalanced multi-marginal optimal transport ⋮ Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems ⋮ Simple approximative algorithms for free-support Wasserstein barycenters
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- A survey of the Schrödinger problem and some of its connections with optimal transport
- From the Schrödinger problem to the Monge-Kantorovich problem
- On the \(n\)-coupling problem
- Entropy, large deviations, and statistical mechanics.
- On the scaling of multidimensional matrices
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
- On the convergence of the coordinate descent method for convex differentiable minimization
- Sample-based population observers
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- Fokker-Planck equations for a free energy functional or Markov process on a graph
- Multi-marginal Schrödinger bridges
- Reciprocal classes of random walks on graphs
- Structure theory for ensemble controllability, observability, and duality
- Dykstras algorithm with bregman projections: A convergence proof
- Convolutional wasserstein distances
- State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I
- Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
- Barycenters in the Wasserstein Space
- Entropic and Displacement Interpolation: A Computational Approach Using the Hilbert Metric
- Multi-marginal optimal transport: Theory and applications
- Constructing Free-Energy Approximations and Generalized Belief Propagation Algorithms
- Optimal Transportation Problem by Stochastic Optimal Control
- Reciprocal processes
- [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]
- Optimal maps for the multidimensional Monge-Kantorovich problem
- Measure-Valued Spline Curves: An Optimal Transport Viewpoint
- Robust Transport Over Networks
- Martingale Optimal Transport with Stopping
- Generalized Sinkhorn Iterations for Regularizing Inverse Problems Using Optimal Mass Transport
- Schrödinger processes and large deviations
- Optimal solutions of multivariate coupling problems
- Multi-Marginal Optimal Transport and Probabilistic Graphical Models
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
- Positive contraction mappings for classical and quantum Schrödinger systems
- Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
- Iterative Bregman Projections for Regularized Transportation Problems
- Optimal Transport with Controlled Dynamics and Free End Times
- Elements of Information Theory
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- Optimal Transport
This page was built for publication: Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
