Related papers: Regularity of the Schr{\"o}dinger cost
In the recent years the Schr\"odinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport problem. Its optimal value, the \emph{entropic cost}…
We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…
In this article we investigate entropic interpolations. These measure valued curves describe the optimal solutions of the Schr{\"o}dinger problem [Sch31], which is the problem of finding the most likely evolution of a system of independent…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…
We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under…
We study generalizations of the Schr\"odinger problem in statistical mechanics in two directions: when the density is constrained at more than two times, and when the joint law of the initial and final positions for the particles is…
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
We study the continuity and the measurability of the solution to Schr\"odinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel probability measures is endowed with the weak topology. This…
We describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…
We develop an elementary and self-contained differential approach, in an $L^\infty$ setting, for well-posedness (existence, uniqueness and smooth dependence with respect to the data) for the multi-marginal Schr{\"o}dinger system which…
Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
We consider the Schr{\"o}dinger bridge problem in discrete time, where the pathwise cost is replaced by a sum of quadratic functions, taking the form of a linear quadratic regulator (LQR) cost. This cost comprises potential terms that act…
The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…
We prove some regularity results for a connected set S in the planar domain O, which minimizes the compliance of its complement O\S, plus its length. This problem, interpreted as to find the best location for attaching a membrane subject to…
In this paper we prove a convexity property of the relative entropy along entropic interpolations (solutions of the Schr\"odinger problem), and a regularity property of the entropic cost along the heat flow. Then we derive a dimensional EVI…