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math.OC2022★ 3 cited
Stability and Sample Complexity of Divergence Regularized Optimal Transport
Erhan Bayraktar, Stephan Eckstein, Xin Zhang
We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measure…
math.OC2022★ 1 cited
Convergence Rates for Regularized Optimal Transport via Quantization
Stephan Eckstein, Marcel Nutz
We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^…