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math.PR2025
Entropic Selection Principle for Monge's Optimal Transport
Shrey Aryan, Promit Ghosal
We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions , and the marginal measures are ab…
math.PR2024
Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process
Shrey Aryan, Pablo López-Rivera, Yair Shenfeld
We give an alternative proof to Wu's logarithmic Sobolev inequality for the Poisson measure on the nonnegative integers using a stochastic variational formula for entropy. We show…