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Conferenza | 02 aprile 2025

Sinkhorn's algorithm convergence in semiconcave settings

Brescia

Interviene
Giacomo Greco, Università degli Studi di Roma Tor Vergata

Abstract
In this talk we will consider the Entropic Optimal Transport problem, a regularisation of the classical optimal transport problem which lies at the crossroad between stochastic analysis and calculus of variations. After a brief introduction we will study an iterative algorithm that rapidly solves the EOT problem, aka Sinkhorn's algorithm, and show how semiconcavity affects its convergence behaviour.

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Locandina Sinkhorns algorithm convergence in semiconcave settings.pdf
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