Soumik Pal

activity

20062026

collaborators

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2 papers · 1 filter

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 $μ$ and $ν$ and quadratic cost. The $ε$ -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 $u$ , equip $R^{d}$ with a Riemannian metric given by the Hessian $\nabla^{2} u$ . This is a so-called Hessian manifold. Given a probability density $μ$ …