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math.PR2026
Quantitative contraction rates for Sinkhorn's algorithm: beyond bounded costs and compact marginals
Giovanni Conforti, Alain Durmus, Giacomo Greco
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schrödinger potentials, solutions of the quadratic Entropic Optimal Transport problem on …
math.PR2025
Rosenthal-type inequalities for linear statistics of Markov chains
Alain Durmus, Eric Moulines, Alexey Naumov +2
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independe…