24 citations · 84 across the 13 of their papers we have counts for
3 papers · 1 filter
Exponential Convergence of the Sinkhorn Algorithm for the Schrödinger Bridge with Regime Switching
Katharina Eichinger, Anna Kazeykina, Zhenjie Ren +1
This paper studies the convergence of the Sinkhorn algorithm for the Schrödinger bridge problem with regime switching, as introduced in Zlotchevski and Chen (2025). We consider a c…
Ergodicity of the underdamped mean-field Langevin dynamics
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan +1
We study the long time behavior of an underdamped mean-field Langevin (MFL) equation, and provide a general convergence as well as an exponential convergence rate result under diff…
Mean-field Langevin System, Optimal Control and Deep Neural Networks
Kaitong Hu, Anna Kazeykina, Zhenjie Ren
In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introd…