Monge’s problem with a quadratic cost by the zero-noise limit of h-path processes
By Toshio Mikami. 2004
170 citations recorded by the source corpus.
Subfields: Applied Mathematics, Geometry and Topology, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/587eb875f062be1b05f48a4a95a775e3c542b1af
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Luca Tamanini
- Marcel Nutz
- Espen Bernton
- Christian Léonard
- Arnaud Doucet
- James Thornton
- Jeremy Heng
- Nicola Gigli
In Geometry and Topology
- Luca Tamanini
- Marcel Nutz
- Christian Léonard
- Arnaud Doucet
- Nicola Gigli
- Giovanni Conforti
- Valentin De Bortoli
- Luigi Ambrosio
In Mathematical Physics
- Marcel Nutz
- Giovanni Conforti
- Luca Tamanini
- Christian Léonard
- Arnaud Doucet
- Nicola Gigli
- Valentin De Bortoli
- G. Peyr'e
Citations in the corpus
- Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling (2021, background): “Under mild assumptions, the static SB problem can be seen as an entropy-regularized optimal transport problem since (10) is equivalent to Song and Ermon (2019), then k which induces a quadratic cost and Mikami (2004) showed that π s ,(cid:63) → π (cid:63) W weakly and 2 σ 2 KL( π s ,(cid:63) | p 0 ,”
- A formula for the time derivative of the entropic cost and applications (2019, background): “8), see for instance [22, 25] for Γ-convergence results.”
- Second order differentiation formula on RCD*$(K,N)$ spaces (2018, background): “The first connections between Schrödinger equations and optimal transport have been obtained by Mikami in [45] for the quadratic cost on Rd; later Mikami-Thieullen [46] showed that a link persists even for more general cost functions.”
- Stability of entropic optimal transport and Schrödinger bridges (2021, background): “Starting with [36, 37], a number of works examine the degenerate asymptotic ε → 0 where the limiting problem is classical optimal transport.”
- A survey of the Schr\"odinger problem and some of its connections with optimal transport (2013, background): “Mikami in [Mik04] with a stochastic control approach which differs from what is presented below.”