4 papers
Entropic continuity bounds for conditional covariances with applications to Schr\" odinger and Sinkhorn bridges
Pierre Del Moral
The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy be…
A Contraction Theory for Sinkhorn and Schrodinger Bridges via Log-Sobolev Inequalities
Pierre Del Moral
We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach…
On the contraction properties of Sinkhorn semigroups
O. Deniz Akyildiz, Pierre del Moral, Joaquin Miguez
We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhor…
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm
O. Deniz Akyildiz, Pierre Del Moral, Joaquín Miguez
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative mode…