Showing math.PRShow all
3 papers · 1 filter
math.PR2026
Quantitative Stability of Many-Marginal Schrodinger Bridge
Rentian Yao, Young-Heon Kim, Geoffrey Schiebinger
In this paper, we explore quantitative stability of multi-marginal Schrödinger bridges with respect to the marginal constraints. We focus on the case where the number of marginal…
math.PR2025
Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm
Nabarun Deb, Young-Heon Kim, Soumik Pal +1
We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges…
math.PR2025
Convergence Rate of the Solution of Multi-marginal Schrodinger Bridge Problem with Marginal Constraints from SDEs
Rentian Yao, Young--Heon Kim, Geoffrey Schiebinger
In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE)…