Large deviations and variational theorems for marginal problems

DOI10.2307/3318614MaRDI QIDQ1283385zbMATH OpenOpenAlexFDO

Authors Patrick Cattiaux, Fabrice Gamboa

Publication date 3 October 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8ac19461367446bbc6725ec982670ce2e300875d

zbMATH Keywords

large deviationsmarginal problems

Mathematics Subject Classification ID

Large deviations (60F10)

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• Enhanced computation of the proximity operator for perspective functions
• Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
• Bayesian methods and maximum entropy for ill-posed inverse problems
• A remark on a variational problem in probability
• A non‐linear monotonicity principle and applications to Schrödinger‐type problems
• Variational form of the large deviation functional
• Deviations bounds and conditional principles for thin sets
• A functional large deviations principle for quadratic forms of Gaussian stationary processes

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