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math.PR2026
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…
math.PR2026
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…