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Statistical Laboratory

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.

This is joint work with V. de Bortoli and A. Doucet.

Frontpage talks

Statistics

24
Apr
Cambridge Statistics Clinic

Statistics

03
May
14:00 - 15:00: Title to be confirmed
Statistics

Cambridge Statistics Clinic

Further information

Time:

19Apr
Apr 19th 2024
14:00 to 15:00

Venue:

MR2, Centre for Mathematical Sciences

Speaker:

George Degliannidis, University of Oxford

Series:

Statistics