迭代比例拟合过程的定量一致稳定性
Quantitative Uniform Stability of the Iterative Proportional Fitting Procedure
University of Oxford（牛津大学）
摘要：
我们建立了时间稳定性，w.r.t.迭代比例拟合过程的边缘，也称为Sinkhorn算法，用于解决熵正则化的最优运输问题。我们的结果是定量的，并表示在1-Wasserstein度量。作为推论，我们建立了一个定量的稳定性结果薛定谔桥。
英文摘要：
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 and stated in terms of the 1-Wasserstein metric. As a corollary we establish a quantitative stability result for Schrödinger bridges.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
