21 citations · 41 across the 6 of their papers we have counts for
3 papers · 1 filter
Exponential Convergence of the Sinkhorn Algorithm for the Schrödinger Bridge with Regime Switching
Katharina Eichinger, Anna Kazeykina, Zhenjie Ren +1
This paper studies the convergence of the Sinkhorn algorithm for the Schrödinger bridge problem with regime switching, as introduced in Zlotchevski and Chen (2025). We consider a c…
Near-Lipschitz stability of the Kim--Milman flow map
Sinho Chewi, Katharina Eichinger, Aram-Alexandre Pooladian
We prove that the Kim--Milman flow map enjoys favorable stability properties with respect to variations in the target measure, provided that one of the target measures is sufficien…
Sample Paths Estimates for Stochastic Fast-Slow Systems driven by Fractional Brownian Motion
Katharina Eichinger, Christian Kuehn, Alexandra Neamtu
We analyze the effect of additive fractional noise with Hurst parameter on fast-slow systems. Our strategy is based on sample paths estimates, similar to the appr…