Convergence rate of general entropic optimal transport costs
From MaRDI portal
Publication:2696596
DOI10.1007/s00526-023-02455-0OpenAlexW4281755449MaRDI QIDQ2696596
Guillaume Carlier, Luca Tamanini, Paul Pegon
Publication date: 17 April 2023
Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.03347
Sensitivity, stability, well-posedness (49K40) Duality theory (optimization) (49N15) Measures of information, entropy (94A17) Optimal transportation (49Q22)
Related Items (4)
Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport ⋮ On the difference between entropic cost and the optimal transport cost ⋮ Enhanced computation of the proximity operator for perspective functions
Cites Work
- Unnamed Item
- Unnamed Item
- Computational Optimal Transport: With Applications to Data Science
- A survey of the Schrödinger problem and some of its connections with optimal transport
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- From the Schrödinger problem to the Monge-Kantorovich problem
- Boundary regularity of maps with convex potentials. II
- From large deviations to Wasserstein gradient flows in multiple dimensions
- On the scaling of multidimensional matrices
- Monotone (nonlinear) operators in Hilbert space
- I-divergence geometry of probability distributions and minimization problems
- A geometrical approach to monotone functions in \(\mathbb{R}^n\)
- Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
- Asymptotic analysis of the exponential penalty trajectory in linear programming
- Entropy minimization and Schrödinger processes in infinite dimensions
- Generalized fractal dimensions: equivalences and basic properties.
- Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- A multifractal formalism
- Existence and uniqueness of monotone measure-preserving maps
- Foundations of quantization for probability distributions
- A formula for the time derivative of the entropic cost and applications
- Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces
- Entropic optimal transport: convergence of potentials
- Schrödinger problem for lattice gases: a heuristic point of view
- Orlicz space regularization of continuous optimal transport problems
- Stability of entropic optimal transport and Schrödinger bridges
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
- An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm
- An entropic interpolation problem for incompressible viscous fluids
- Convergence rates for discretized Monge-Ampère equations and quantitative stability of optimal transport
- An entropic interpolation proof of the HWI inequality
- Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
- Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Regularity of potential functions of the optimal transportation problem
- Rectifiability of Optimal Transportation Plans
- On Hölder continuity-in-time of the optimal transport map towards measures along a curve
- On the dimension and entropy of probability distributions
- Optimal Transportation Problem by Stochastic Optimal Control
- Dimension, entropy and Lyapunov exponents
- Closedness of sum spaces and the generalized Schrödinger problem
- Polar factorization and monotone rearrangement of vector‐valued functions
- Decomposition of Multivariate Functions
- Boundary regularity of maps with convex potentials
- The rate-distortion dimension of sets and measures
- Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm
- Asymptotics for Semidiscrete Entropic Optimal Transport
- Quantitative stability and error estimates for optimal transport plans
- On the Linear Convergence of the Multimarginal Sinkhorn Algorithm
- A Differential Approach to the Multi-Marginal Schrödinger System
- Iterative Bregman Projections for Regularized Transportation Problems
- Rényi Information Dimension: Fundamental Limits of Almost Lossless Analog Compression
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- Convergence of Entropic Schemes for Optimal Transport and Gradient Flows
- Minimization of energy functionals applied to some inverse problems
This page was built for publication: Convergence rate of general entropic optimal transport costs