7 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…
Generalized specific entropy on Wiener space with application to Martingale Optimal Transport
Francois Buet-Golfouse, Anaïs Després, Zhenjie Ren +1
Classical entropy regularization is poorly suited to continuous-time martingale transport, since relative entropy between diffusion laws typically forces their volatility character…
Generative Transfer for Entropic Optimal Transport with Unknown Costs
Antoine Debouchage, Xiaozhen Wang, Zhenjie Ren +1
This paper addresses the practical challenge in Entropic Optimal Transport (EOT) where the underlying ground cost function is typically latent and unobserved. Rather than assuming…
Discrete Flow Matching: Convergence Guarantees Under Minimal Assumptions
Le-Tuyet-Nhi Pham, Giovanni Conforti, Zhenjie Ren +1
Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution from samples drawn from a source distribution . This fr…
Convergence of Sinkhorn's Algorithm for Entropic Martingale Optimal Transport Problem
Fan Chen, Giovanni Conforti, Zhenjie Ren +1
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stoch…
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,…