5 papers
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…
Near-Lipschitz stability of the Kim--Milman flow map
Sinho Chewi, Katharina Eichinger, Aram-Alexandre Pooladian
We prove that the Kim--Milman flow map enjoys favorable stability properties with respect to variations in the target measure, provided that one of the target measures is sufficien…
Monge-Kantorovich interpolation with constraints and application to a parking problem
Giuseppe Buttazzo, Guillaume Carlier, Katharina Eichinger
We consider optimal transport problems where the cost for transporting a given probability measure to another one consists of two parts: the first one measures the tr…
Wasserstein medians: robustness, PDE characterization and numerics
Guillaume Carlier, Enis Chenchene, Katharina Eichinger
We investigate the notion of Wasserstein median as an alternative to the Wasserstein barycenter, which has become popular but may be sensitive to outliers. In terms of robustness t…
Entropic-Wasserstein barycenters: PDE characterization, regularity and CLT
Guillaume Carlier, Katharina Eichinger, Alexey Kroshnin
In this paper, we investigate properties of entropy-penalized Wasserstein barycenters introduced by Bigot, Cazelles and Papadakis (2019) as a regularization of Wasserstein barycent…