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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 the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…

Probability · Mathematics 2024-11-22 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits…

Probability · Mathematics 2018-10-05 Julio Backhoff-Veraguas , Daniel Lacker , Ludovic Tangpi

We investigate the kinetic Schr\"odinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schr\"odinger's thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike…

Probability · Mathematics 2022-09-09 Alberto Chiarini , Giovanni Conforti , Giacomo Greco , Zhenjie Ren

We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions…

Statistics Theory · Mathematics 2024-05-21 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…

Machine Learning · Statistics 2021-10-25 George Deligiannidis , Valentin De Bortoli , Arnaud Doucet

We consider Schroedinger operators with a random potential of alloy type on infinite metric graphs which obey certain uniformity conditions. For single site potentials of fixed sign we prove that the random Schroedinger operator restricted…

Spectral Theory · Mathematics 2011-01-25 Michael J. Gruber , Mario Helm , Ivan Veselic

This short paper announces the main results of \cite{SBB2026}, where the Schr\"odinger--Bass Bridge (SBB) problem is introduced and studied in full generality. Here we provide a direct PDE derivation of the SBB system in dimension one,…

This paper concerns spectral properties of linear Schr\"odinger operators under oscillatory high-amplitude potentials on bounded domains. Depending on the degree of disorder, we prove the existence of spectral gaps amongst the lowermost…

Numerical Analysis · Mathematics 2020-02-11 Robert Altmann , Patrick Henning , Daniel Peterseim

There is a family of potentials that minimize the lowest eigenvalue of a Schr\"odinger eigenvalue under the constraint of a given L^p norm of the potential. We give effective estimates for the amount by which the eigenvalue increases when…

Analysis of PDEs · Mathematics 2013-05-15 Eric A. Carlen , Rupert L. Frank , Elliott H. Lieb

In this work, we study a discrete Schr\"odinger bridge problem with partial marginal observations. A main difficulty compared to the classical Schr\"odinger bridge formulation is that our problem is not strictly convex and standard…

Optimization and Control · Mathematics 2026-04-08 Michele Mascherpa , Victor Molnö , Carsten Skovmose Kallesøe , Johan Karlsson

The results of this paper are twofold: In the first part, we prove that for Schr\"odinger map flows from hyperbolic planes to Riemannian surfaces with non-positive sectional curvatures, the harmonic maps which are holomorphic or…

Analysis of PDEs · Mathematics 2020-08-18 Ze Li

We establish quantitative upper and lower bounds for Schr\"odinger operators with complex potentials that satisfy some weak form of sparsity. Our first result is a quantitative version of an example, due to S.\ Boegli (Comm. Math. Phys.,…

Spectral Theory · Mathematics 2022-04-20 Jean-Claude Cuenin

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

We establish large deviations for dynamical Schr\"{o}dinger problems driven by perturbed Brownian motions when the noise parameter tends to zero. Our results show that Schr\"{o}dinger bridges charge exponentially small masses outside the…

Probability · Mathematics 2026-01-14 Kengo Kato

The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…

Machine Learning · Statistics 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

We consider transport over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with certain initial and final marginals.…

Systems and Control · Computer Science 2016-03-29 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Asmaa Eldesoukey , Tryphon T. Georgiou

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…

Optimization and Control · Mathematics 2022-07-06 Stephan Eckstein , Marcel Nutz