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SUMMARY:Quantitative Uniform Stability of the Iterative Proportional Fitti
 ng Procedure - George Degliannidis\, University of Oxford
DTSTART:20240419T130000Z
DTEND:20240419T140000Z
UID:TALK213457@talks.cam.ac.uk
CONTACT:Dr Sergio Bacallado
DESCRIPTION:We establish the uniform in time stability\, w.r.t. the margin
 als\, of the Iterative Proportional Fitting Procedure\, also known as Sink
 horn algorithm\, used to solve entropy-regularised Optimal Transport probl
 ems. Our result is quantitative and stated in terms of the 1- Wasserstein 
 metric. As a corollary we establish a quantitative stability result for Sc
 hrödinger bridges.\n\nThis is joint work with V. de Bortoli and A. Douce
 t.
LOCATION:MR2\, Centre for Mathematical Sciences
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