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.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…
stat.ML2024
On the potential benefits of entropic regularization for smoothing Wasserstein estimators
Jérémie Bigot, Paul Freulon, Boris P. Hejblum +1
This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff bet…