About the analogy between optimal transport and minimal entropy
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Publication:1681882
DOI10.5802/afst.1546zbMath1380.49067arXiv1510.08230OpenAlexW2962845984MaRDI QIDQ1681882
Luigia Ripani, Ivan Gentil, Christian Léonard
Publication date: 24 November 2017
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.08230
Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Spaces of measures, convergence of measures (28A33)
Related Items (30)
Applications of optimal transportation in the natural sciences. Abstracts from the workshop held February 21--27, 2021 (online meeting) ⋮ Asymptotics for Semidiscrete Entropic Optimal Transport ⋮ Entropy-regularized 2-Wasserstein distance between Gaussian measures ⋮ Lagrangian Discretization of Variational Mean Field Games ⋮ Extremal flows in Wasserstein space ⋮ A proof of the Caffarelli contraction theorem via entropic regularization ⋮ Regularity properties of the Schrödinger cost ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ Convexity and regularity properties for entropic interpolations ⋮ Monge-Ampère gravitation as a \(\Gamma \)-limit of good rate functions ⋮ Time Reversal of diffusion processes under a finite entropy condition ⋮ Long-time behaviour of entropic interpolations ⋮ Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Steering the distribution of agents in mean-field games system ⋮ Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view ⋮ A formula for the time derivative of the entropic cost and applications ⋮ Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces ⋮ An entropic interpolation proof of the HWI inequality ⋮ Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process ⋮ Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces ⋮ Around the entropic talagrand inequality ⋮ On the Existence of a Scalar Pressure Field in the Brödinger Problem ⋮ Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport ⋮ An entropy minimization approach to second-order variational mean-field games ⋮ Time reversal of Markov processes with jumps under a finite entropy condition ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Fisher information regularization schemes for Wasserstein gradient flows ⋮ A geometric perspective on regularized optimal transport ⋮ Regularizing effects of the entropy functional in optimal transport and planning problems
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