Задача Канторовича оптимальной транспортировки мер: новые направления исследований

ВИ Богачев - Успехи математических наук, 2022 - mathnet.ru
В работе дан обзор исследований последнего десятилетия и приведены новые
результаты по различным новым модификациям классической задачи Канторовича …

Kantorovich problem of optimal transportation of measures: new directions of research

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 schrödinger bridge between gaussian measures has a closed form

C Bunne, YP Hsieh, M Cuturi… - … Conference on Artificial …, 2023 - proceedings.mlr.press
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 …

Towards a mathematical theory of trajectory inference

H Lavenant, S Zhang, YH Kim… - arXiv preprint arXiv …, 2021 - arxiv.org
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 …

A formula for the time derivative of the entropic cost and applications

G Conforti, L Tamanini - Journal of Functional Analysis, 2021 - Elsevier
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 …

The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities

J Backhoff, G Conforti, I Gentil, C Léonard - Probability Theory and Related …, 2020 - Springer
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 …

Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions

MG Delgadino, RS Gvalani, GA Pavliotis… - … in Mathematical Physics, 2023 - Springer
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 …

Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges

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 …

Hamilton–Jacobi equations for controlled gradient flows: the comparison principle

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 …

An entropic interpolation proof of the HWI inequality

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 …