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20142025
most citedLow-complexity modeling of partially available second-order statistics: theory and an efficient matrix completion algorithm

36 citations · 122 across the 31 of their papers we have counts for

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Showing 2020Show all

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math.OC2020★ 4 cited

Stochastic control liaisons: Richard Sinkhorn meets Gaspard Monge on a Schroedinger bridge

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon

In 1931/32, Schroedinger studied a hot gas Gedankenexperiment, an instance of large deviations of the empirical distribution and an early example of the so-called maximum entropy i…