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math.PR2025
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)…
math.OC2025
Stability of Wasserstein projections in convex order via metric extrapolation
Jakwang Kim, Young-Heon Kim, Andrea Natale
We build on recent work linking backward and forward W2-projections in convex order with the recently introduced metric extrapolation problem to derive new quantitative stability e…
math.ST2025
Principal Curves In Metric Spaces And The Space Of Probability Measures
Andrew Warren, Anton Afanassiev, Forest Kobayashi +2
We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory infe…