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math.PR2026
Diffusion Approximations to Schrödinger Bridges and the Convergence of Entropic Potentials
Garrett Mulcahy, Soumik Pal
Consider the Monge-Kantorovich optimal transport problem between two Euclidean densities and and quadratic cost. The -Schrödinger bridge is the solution to the…
math.PR2026
Mirror Langevin diffusions: Convergence rates and Markov chain approximations
Benjamin Capdeville, Young-Heon Kim, Soumik Pal
Given a strongly convex function , equip with a Riemannian metric given by the Hessian . This is a so-called Hessian manifold. Given a probability density …