Quantitative uniform stability of the iterative proportional fitting procedure
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Publication:6126111
DOI10.1214/23-aap1970arXiv2108.08129OpenAlexW3193623459MaRDI QIDQ6126111
Arnaud Doucet, Valentin De Bortoli, George Deligiannidis
Publication date: 9 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.08129
particle filteringSinkhorn algorithmiterative proportional fitting procedureSchrödinger bridgeentropy regularized optimal transport
Computational methods for problems pertaining to probability theory (60-08) Optimal transportation (49Q22)
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