3 papers
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.OC2025
Entropic Optimal Transport Problem with Convex Functional Cost
Anna Kazeykina, Zhenjie Ren, Xiaozhen Wang +1
We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness,…
stat.ML2025
Dimension-free error estimate for diffusion model and optimal scheduling
Valentin de Bortoli, Romuald Elie, Anna Kazeykina +2
Diffusion generative models have emerged as powerful tools for producing synthetic data from an empirically observed distribution. A common approach involves simulating the time-re…