Minimax estimation of discontinuous optimal transport maps: The semi-discrete case
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 …
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 …
algorithm in a self-contained yet general way. It is a revised version of lecture notes from a …
Entropic optimal transport: Convergence of potentials
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 …
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 …
to unregularized optimal transport (OT), offering diverse applications for large-scale data …
On the sample complexity of entropic optimal transport
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 …
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× …
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
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 …
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
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 …
marginals. Lipschitz continuity of the value and Hölder continuity of the optimal coupling in …
Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm
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 …
marginals. Given marginals converging weakly, we establish a strong convergence for the …
Stability of entropic optimal transport and Schrödinger bridges
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 …
problem with respect to the marginals and the cost function. The result is based on the …