Asymptotics for Semidiscrete Entropic Optimal Transport
From MaRDI portal
Publication:5065454
DOI10.1137/21M1440165zbMath1498.49086arXiv2106.11862OpenAlexW3175252931MaRDI QIDQ5065454
Jonathan Niles-Weed, Austin J. Stromme, Jason M. Altschuler
Publication date: 21 March 2022
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.11862
Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Variational principles in infinite-dimensional spaces (58E30) Duality theory (optimization) (49N15) Optimal transportation (49Q22)
Related Items
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Semi-discrete optimal transport: hardness, regularization and numerical solution ⋮ Scaling positive random matrices: concentration and asymptotic convergence ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Convergence rate of general entropic optimal transport costs ⋮ Martingale Schrödinger bridges and optimal semistatic portfolios
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computational Optimal Transport: With Applications to Data Science
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- Constructive quantization: approximation by empirical measures
- From the Schrödinger problem to the Monge-Kantorovich problem
- An entropic optimal transport numerical approach to the reflector problem
- From large deviations to Wasserstein gradient flows in multiple dimensions
- On the optimal mapping of distributions
- A note on the measurability of convex sets
- I-divergence geometry of probability distributions and minimization problems
- Notes on the Wasserstein metric in Hilbert spaces
- A characterization of random variables with minimum \(L^ 2\)-distance
- Asymptotic analysis of the exponential penalty trajectory in linear programming
- A convexity principle for interacting gases
- Minkowski-type theorems and least-squares clustering
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Entropic optimal transport is maximum-likelihood deconvolution
- About the analogy between optimal transport and minimal entropy
- On the trend to global equilibrium for spatially inhomogeneous kinetic systems: the Boltzmann equation
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- Foundations of quantization for probability distributions
- A formula for the time derivative of the entropic cost and applications
- Optimal transport: discretization and algorithms
- Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
- Ricci curvature for metric-measure spaces via optimal transport
- On the geometry of metric measure spaces. I
- Concerning nonnegative matrices and doubly stochastic matrices
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- Mathematical Methods of Organizing and Planning Production
- Scaling algorithms for unbalanced optimal transport problems
- Quantization and the method of<tex>k</tex>-means
- Power Diagrams: Properties, Algorithms and Applications
- Iterative Bregman Projections for Regularized Transportation Problems
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- Convergence of Entropic Schemes for Optimal Transport and Gradient Flows
- Optimal Transport
