12 citations · 22 across the 9 of their papers we have counts for
3 papers · 1 filter
Quantitative Stability of Many-Marginal Schrodinger Bridge
Rentian Yao, Young-Heon Kim, Geoffrey Schiebinger
In this paper, we explore quantitative stability of multi-marginal Schrödinger bridges with respect to the marginal constraints. We focus on the case where the number of marginal c…
Convergence Rate of the Solution of Multi-marginal Schrodinger Bridge Problem with Marginal Constraints from SDEs
Rentian Yao, Young--Heon Kim, Geoffrey Schiebinger
In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE)…
Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm
Nabarun Deb, Young-Heon Kim, Soumik Pal +1
We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges…