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math.PR2023
Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approach
Giacomo Greco, Maxence Noble, Giovanni Conforti +1
Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT pro…
math.PR2023
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 .…