Entropic optimal transport: geometry and large deviations
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Publication:2105212
DOI10.1215/00127094-2022-0035zbMath1503.49036arXiv2102.04397OpenAlexW3126543049MaRDI QIDQ2105212
Promit Ghosal, Marcel Nutz, Espen Bernton
Publication date: 8 December 2022
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.04397
Related Items (10)
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Stability of entropic optimal transport and Schrödinger bridges ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ An entropic generalization of Caffarelli's contraction theorem via covariance inequalities ⋮ Quantitative uniform stability of the iterative proportional fitting procedure ⋮ On the difference between entropic cost and the optimal transport cost ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Entropy martingale optimal transport and nonlinear pricing-hedging duality ⋮ Feynman-Kac formula under a finite entropy condition
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