2 papers
math.OC2025
Exponential convergence of general iterative proportional fitting procedures
Stephan Eckstein, Aziz Lakhal
Motivated by the success of Sinkhorn's algorithm for entropic optimal transport, we study convergence properties of iterative proportional fitting procedures (IPFP) used to solve m…
math.PR2025
Hilbert's projective metric for functions of bounded growth and exponential convergence of Sinkhorn's algorithm
Stephan Eckstein
Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. Th…