2 papers
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
Intertwining diffusions and wave equations
Benjamin Budway, Soumik Pal, Mykhaylo Shkolnikov
We develop a general theory of intertwined diffusion processes of any dimension. Our main result gives an SDE construction of intertwinings of diffusion processes and shows that th…