VI Bogachev - Uspekhi Matematicheskikh Nauk, 2022 - mathnet.ru
VI Bogachev, “Kantorovich problem of optimal transportation of measures: new directions of research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; Russian Math. Surveys, 77:5 (2022) …
The static optimal transport $(\mathrm {OT}) $ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been …
We devise a theoretical framework and a numerical method to infer trajectories of a stochastic process from samples of its temporal marginals. This problem arises in the …
In the recent years the Schrödinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport …
We study the mean field Schrödinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the observation …
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between …
G Conforti - Probability Theory and Related Fields, 2024 - Springer
We investigate the quadratic Schrödinger bridge problem, aka Entropic Optimal Transport problem, and obtain weak semiconvexity and semiconcavity bounds on Schrödinger …
G Conforti, RC Kraaij, D Tonon - Journal of Functional Analysis, 2023 - Elsevier
Motivated by recent developments in the fields of large deviations for interacting particle systems and mean field control, we establish a comparison principle for the Hamilton …
I Gentil, C Léonard, L Ripani, L Tamanini - Stochastic Processes and their …, 2020 - Elsevier
The HWI inequality is an “interpolation” inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI …