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CATEGORIES:Statistics
SUMMARY:Quantitative Uniform Stability of the Iterative Pr
 oportional Fitting Procedure - George Degliannidis
 \, University of Oxford
DTSTART;TZID=Europe/London:20240419T140000
DTEND;TZID=Europe/London:20240419T150000
UID:TALK213457AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/213457
DESCRIPTION:We establish the uniform in time stability\, w.r.t
 . the marginals\, of the Iterative Proportional Fi
 tting Procedure\, also known as Sinkhorn algorithm
 \, used to solve entropy-regularised Optimal Trans
 port problems. Our result is quantitative and stat
 ed in terms of the 1- Wasserstein metric. As a cor
 ollary we establish a quantitative stability resul
 t for Schrödinger bridges.\n\nThis is joint work 
 with V. de Bortoli and A. Doucet.
LOCATION:MR2\, Centre for Mathematical Sciences
CONTACT:Dr Sergio Bacallado
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