Diffusion schrödinger bridge with applications to score-based generative modeling

V De Bortoli, J Thornton, J Heng… - Advances in Neural …, 2021 - proceedings.neurips.cc
Progressively applying Gaussian noise transforms complex data distributions to
approximately Gaussian. Reversing this dynamic defines a generative model. When the …

Density functionals based on the mathematical structure of the strong‐interaction limit of DFT

S Vuckovic, A Gerolin, KJ Daas… - Wiley …, 2023 - Wiley Online Library
While in principle exact, Kohn–Sham density functional theory—the workhorse of
computational chemistry—must rely on approximations for the exchange–correlation …

The strong-interaction limit of density functional theory

G Friesecke, A Gerolin, P Gori-Giorgi - Density Functional Theory …, 2022 - Springer
This is a comprehensive review of the strong-interaction limit of density functional theory. It
covers the derivation of the limiting strictly correlated electrons (SCE) functional from exact …

Stochastic control liaisons: Richard sinkhorn meets gaspard monge on a schrodinger bridge

Y Chen, TT Georgiou, M Pavon - Siam Review, 2021 - SIAM
In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of
large deviations of the empirical distribution). Schrödinger's problem represents an early …

Minimax estimation of discontinuous optimal transport maps: The semi-discrete case

AA Pooladian, V Divol… - … Conference on Machine …, 2023 - proceedings.mlr.press
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 …

[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 …

Entropic optimal transport: Convergence of potentials

M Nutz, J Wiesel - Probability Theory and Related Fields, 2022 - Springer
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 …

On the sample complexity of entropic optimal transport

P Rigollet, AJ Stromme - arXiv preprint arXiv:2206.13472, 2022 - arxiv.org
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 …

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× …

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm

S Eckstein, M Nutz - SIAM Journal on Mathematical Analysis, 2022 - SIAM
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 …