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 …
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 …
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 …
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 …
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 …
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× …
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 …
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 …
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 …