Minimax estimation of discontinuous optimal transport maps: The semi-discrete case

AA Pooladian, V Divol… - … Conference on Machine …, 2023 - proceedings.mlr.press
We consider the problem of estimating the optimal transport map between two probability
distributions, $ P $ and $ Q $ in $\mathbb {R}^ d $, on the basis of iid samples. All existing …

[PDF][PDF] Introduction to entropic optimal transport

M Nutz - Lecture notes, Columbia University, 2021 - math.columbia.edu
This text develops mathematical foundations for entropic optimal transport and Sinkhorn's
algorithm in a self-contained yet general way. It is a revised version of lecture notes from a …

Entropic optimal transport: Convergence of potentials

M Nutz, J Wiesel - Probability Theory and Related Fields, 2022 - Springer
We study the potential functions that determine the optimal density for ε ε-entropically
regularized optimal transport, the so-called Schrödinger potentials, and their convergence to …

Lower complexity adaptation for empirical entropic optimal transport

M Groppe, S Hundrieser - Journal of Machine Learning Research, 2024 - jmlr.org
Entropic optimal transport (EOT) presents an effective and computationally viable alternative
to unregularized optimal transport (OT), offering diverse applications for large-scale data …

On the sample complexity of entropic optimal transport

P Rigollet, AJ Stromme - arxiv preprint arxiv:2206.13472, 2022 - arxiv.org
We study the sample complexity of entropic optimal transport in high dimensions using
computationally efficient plug-in estimators. We significantly advance the state of the art by …

Convergence rate of general entropic optimal transport costs

G Carlier, P Pegon, L Tamanini - Calculus of Variations and Partial …, 2023 - Springer
We investigate the convergence rate of the optimal entropic cost v ε to the optimal transport
cost as the noise parameter ε↓ 0. We show that for a large class of cost functions c on R d× …

Limit theorems for entropic optimal transport maps and Sinkhorn divergence

Z Goldfeld, K Kato, G Rioux… - Electronic Journal of …, 2024 - projecteuclid.org
We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the
Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard …

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm

S Eckstein, M Nutz - SIAM Journal on Mathematical Analysis, 2022 - SIAM
We study the stability of entropically regularized optimal transport with respect to the
marginals. Lipschitz continuity of the value and Hölder continuity of the optimal coupling in …

Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm

M Nutz, J Wiesel - The Annals of Probability, 2023 - projecteuclid.org
We study the stability of entropically regularized optimal transport with respect to the
marginals. Given marginals converging weakly, we establish a strong convergence for the …

Stability of entropic optimal transport and Schrödinger bridges

P Ghosal, M Nutz, E Bernton - Journal of Functional Analysis, 2022 - Elsevier
We establish the stability of solutions to the entropically regularized optimal transport
problem with respect to the marginals and the cost function. The result is based on the …