3 papers
math.PR2025
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
Bernard Bercu, Jérémie Bigot, Gauthier Thurin
We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures and . Our work is motivated by…
math.PR2025
On the multidimensional elephant random walk with stops
Bernard Bercu
The goal of this paper is to investigate the asymptotic behavior of the multidimensional elephant random walk with stops (MERWS). In contrast with the standard elephant random walk…
math.ST2024
Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
Bernard Bercu, Jérémie Bigot
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The se…