Asymptotics of discrete Schrödinger bridges via chaos decomposition

DOI10.3150/23-BEJ1659zbMATH Open1542.60027MaRDI QIDQ6565309

Lang Liu, Soumik Pal, Zaid Harchaoui

Publication date: 2 July 2024

Published in: Bernoulli (Search for Journal in Brave)

contiguity optimal transport chaos decomposition Hoeffding decomposition entropy regularization Schrödinger bridge infinite-order U-statistics optimal mtching

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Estimation in exponential families on permutations
Limit laws of the empirical Wasserstein distance: Gaussian distributions
A survey of the Schrödinger problem and some of its connections with optimal transport
On the rate of convergence in Wasserstein distance of the empirical measure
From the Schrödinger problem to the Monge-Kantorovich problem
Note on the Schrödinger equation and \(I\)-projections
Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
Large deviations for trapped interacting Brownian particles and paths
Large deviations for symmetrised empirical measures
Large deviations for many Brownian bridges with symmetrised initial-terminal condition
Cones and gauges in complex spaces: spectral gaps and complex Perron-Frobenius theory
Symmetric statistics, Poisson point processes, and multiple Wiener integrals
On optimal matchings
On the weak limits of elementary symmetric polynomials
Elementary symmetric polynomials of increasing order
Some Hermite polynomial identities and their combinatorics
Asymptotic behaviour of symmetric polynomial statistics
Classes of linear operators. Vol. I
Matching random samples in many dimensions
I-divergence geometry of probability distributions and minimization problems
Approximating the permanent via importance sampling with application to the dimer covering problem
The invisible hand algorithm: solving the assignment problem with statistical physics
Asymptotics for transportation cost in high dimensions
Logarithmic combinatorial structures: A probabilistic approach
The limit behavior of elementary symmetric polynomials of i. i. d. random variables when their order tends to infinity
Entropic optimal transport is maximum-likelihood deconvolution
Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
Approximation theorems for random permanents and associated stochastic processes
Central limit theorems for the Wasserstein distance between the empirical and the true distributions
Limiting behavior of random permanents
Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
Limit laws for empirical optimal solutions in random linear programs
Multiplicative Schrödinger problem and the Dirichlet transport
Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications
Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
Central limit theorems for empirical transportation cost in general dimension
NON-NULL RANKING MODELS. I
On the elementary symmetric polynomials of independent random variables
Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
Asymptotic Statistics
Inference for Empirical Wasserstein Distances on Finite Spaces
Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge
Empirical Regularized Optimal Transport: Statistical Theory and Applications
Permutations with fixed pattern densities
Regularized Discrete Optimal Transport
A Class of Statistics with Asymptotically Normal Distribution
Atomic Theory of the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>λ</mml:mi></mml:math>Transition in Helium
The Theory of Unbiased Estimation

This page was built for publication: Asymptotics of discrete Schrödinger bridges via chaos decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6565309)