Convergence of entropic schemes for optimal transport and gradient flows

G Carlier, V Duval, G Peyré, B Schmitzer - SIAM Journal on Mathematical …, 2017 - SIAM
Replacing positivity constraints by an entropy barrier is popular to approximate solutions of
linear programs. In the special case of the optimal transport problem, this technique dates …

From the Schrödinger problem to the Monge–Kantorovich problem

C Léonard - Journal of Functional Analysis, 2012 - Elsevier
The aim of this article is to show that the Monge–Kantorovich problem is the limit, when a
fluctuation parameter tends down to zero, of a sequence of entropy minimization problems …

Variational Wasserstein gradient flow

J Fan, Q Zhang, A Taghvaei, Y Chen - arXiv preprint arXiv:2112.02424, 2021 - arxiv.org
Wasserstein gradient flow has emerged as a promising approach to solve optimization
problems over the space of probability distributions. A recent trend is to use the well-known …

On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion

A Mielke, MA Peletier, DRM Renger - Potential Analysis, 2014 - Springer
Motivated by the occurrence in rate functions of time-dependent large-deviation principles,
we study a class of non-negative functions ℒ that induce a flow, given by ℒ (ρ t, ρ ̇ t)= 0 …

Entropic optimal transport: Geometry and large deviations

E Bernton, P Ghosal, M Nutz - Duke Mathematical Journal, 2022 - projecteuclid.org
We study the convergence of entropically regularized optimal transport to optimal transport.
The main result is concerned with the convergence of the associated optimizers and takes …

Entropic approximation of Wasserstein gradient flows

G Peyré - SIAM Journal on Imaging Sciences, 2015 - SIAM
This article details a novel numerical scheme to approximate gradient flows for optimal
transport (ie, Wasserstein) metrics. These flows have proved useful to tackle theoretically …

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× …

Optimal transport in competition with reaction: The Hellinger--Kantorovich distance and geodesic curves

M Liero, A Mielke, G Savaré - SIAM Journal on Mathematical Analysis, 2016 - SIAM
We discuss a new notion of distance on the space of finite and nonnegative measures on
Ω⊂\mathbbR^d, which we call the Hellinger--Kantorovich distance. It can be seen as an inf …

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 …

Convergence rates for regularized optimal transport via quantization

S Eckstein, M Nutz - Mathematics of Operations Research, 2024 - pubsonline.informs.org
We study the convergence of divergence-regularized optimal transport as the regularization
parameter vanishes. Sharp rates for general divergences including relative entropy or Lp …