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math.PR2017★ 2 cited
Approximating conditional distributions
Alberto Chiarini, Alessandra Cipriani, Giovanni Conforti
In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-pa…
math.PR2017
A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
Giovanni Conforti
The \emph{Schrödinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schrödinger a…