Related papers: Gradient estimates for the Schr\"odinger potential…
We analyze the asymptotic behavior and scaling limits of large random matrices rescaled via the Sinkhorn algorithm to match prescribed row and column margins. For a random matrix with independent sub-exponential entries, we show that its…
We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
We establish quantitative stability bounds for the quadratic optimal transport map $T_\mu$ between a fixed probability density $\rho$ and a probability measure $\mu$ on $\mathbb{R}^d$. Under general assumptions on $\rho$, we prove that the…
Generative AI can be framed as the problem of learning a model that maps simple reference measures into complex data distributions, and it has recently found a strong connection to the classical theory of the Schr\"odinger bridge problems…
We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…
Uniqueness in the Calder\'on problem in dimension bigger than two was usually studied under the assumption that conductivity has bounded gradient. For conductivities with unbounded gradients uniqueness results have not been known until…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
We introduce a novel discretization scheme for Wasserstein gradient flows that involves successively computing Schr\"{o}dinger bridges with the same marginals. This is different from both the forward/geodesic approximation and the…
It is a crucial challenge to reconstruct population dynamics using unlabeled samples from distributions at coarse time intervals. Recent approaches such as flow-based models or Schr\"odinger Bridge (SB) models have demonstrated appealing…
This article is aimed at presenting the Schr\"odinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schr\"odinger problem. We also give a survey of the related literature.…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
We study the reducibility of a Linear Schr\"odinger equation subject to a small unbounded almost-periodic perturbation which is analytic in time and space. Under appropriate assumptions on the smallness, analiticity and on the frequency of…
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…
Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The…
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…