An Optimal Transport approach for the Schr"odinger bridge problem and convergence of Sinkhorn algorithm
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Abstract (arXiv)
This paper exploit the equivalence between the Schr"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a priori estimates which are consistent in the limit when the regularization parameter goes to zero. In particular, we find a new proof of the existence of maximizing entropic-potentials and therefore, the existence of a solution of the Schr"odinger system. Our method extends also when we have more than two marginals: we can provide an alternative proof of the convergence of the Sinkhorn algorithm with two marginals and we show that the Sinkhorn algorithm converges in the multi-marginal case.
Key facts. Cited by 38 papers in the map (data through 14 Oct 2026). First posted on arXiv 15 Nov 2019.
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Citing papers per year: 2021: 6; 2022: 3; 2023: 11; 2024: 7; 2025: 7; 2026: 4.
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- 2021Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modelingcited by 602
- 2022Trajectory Inference via Mean-field Langevin in Path Spacecited by 30
- 2023Energy-guided Entropic Neural Optimal Transportcited by 26
- 2022The Multimarginal Optimal Transport Formulation of Adversarial Multiclass Classificationcited by 21
- 2023Minimax estimation of discontinuous optimal transport maps: The semi-discrete casecited by 20
- 2023Tree-Based Diffusion Schr"odinger Bridge with Applications to Wasserstein Barycenterscited by 16
- 2021On the complexity of the optimal transport problem with graph-structured costcited by 14
- 2024Partially Observed Trajectory Inference using Optimal Transport and a Dynamics Priorcited by 13
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignmentcited by 13
- 2023Lower Complexity Adaptation for Empirical Entropic Optimal Transportcited by 12
- 2023Energy-Guided Continuous Entropic Barycenter Estimation for General Costscited by 12
- 2024Reflected Schr"odinger Bridge for Constrained Generative Modelingcited by 12
26 more
- 2023Minimum intrinsic dimension scaling for entropic optimal transportcited by 11
- 2023Doubly Regularized Entropic Wasserstein Barycenterscited by 10
- 2023Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approachcited by 7
- 2024Annealed Sinkhorn for Optimal Transport: convergence, regularization path and debiasingcited by 7
- 2024An Optimal Transport Approach for Computing Adversarial Training Lower Bounds in Multiclass Classificationcited by 5
- 2025On the Hopf-Cole Transform for Control-affine Schr"odinger Bridgecited by 5
- 2021Optimal transport with f-divergence regularization and generalized Sinkhorn algorithmcited by 4
- 2021Matching for causal effects via multimarginal unbalanced optimal transportcited by 4
- 2024A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithmcited by 4
- 2025Gradient-flow SDEs have unique transient population dynamicscited by 4
- 2023On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detectioncited by 3
- 2023On the Contraction Coefficient of the Schr"odinger Bridge for Stochastic Linear Systemscited by 3
- 2023Path Structured Multimarginal Schr"odinger Bridge for Probabilistic Learning of Hardware Resource Usage by Control Softwarecited by 3
- 2024Stochastic Learning of Computational Resource Usage as Graph Structured Multimarginal Schr"odinger Bridgecited by 3
- 2025Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean spacecited by 2
- 2025Optimal Multimarginal Schr"odinger Bridge: Minimum Spanning Tree over Measure-valued Verticescited by 1
- 2026New Trends in the Stability of Sinkhorn Semigroupscited by 1
- 2026Robust Sublinear Convergence Rates for Iterative Bregman Projectionscited by 1
- 2021Estimation of Stationary Optimal Transport Planscited by 0
- 2021Convergence of Batch Greenkhorn for Regularized Multimarginal Optimal Transportcited by 0
- 2022Metric Distribution to Vector: Constructing Data Representation via Broad-Scale Discrepanciescited by 0
- 2024Inverse Entropic Optimal Transport Solves Semi-supervised Learning via Data Likelihood Maximizationcited by 0
- 2025Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavitycited by 0
- 2025Designing Algorithms for Entropic Optimal Transport from an Optimisation Perspectivecited by 0
- 2026Generative Profiling for Soft Real-Time Systems and its Applications to Resource Allocationcited by 0
- 2026Optimal and Scalable MAPF via Multi-Marginal Optimal Transport and Schr"odinger Bridgescited by 0
- 2026Optimal and Scalable MAPF via Multi-Marginal Optimal Transport and Schr"odinger Bridges11 May 2026
- 2026Generative Profiling for Soft Real-Time Systems and its Applications to Resource Allocation1 Apr 2026
- 2026Robust Sublinear Convergence Rates for Iterative Bregman Projections1 Feb 2026
- 2026New Trends in the Stability of Sinkhorn Semigroups19 Jan 2026
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment28 Oct 2025
- 2025Optimal Multimarginal Schr"odinger Bridge: Minimum Spanning Tree over Measure-valued Vertices12 Sep 2025
- 2025Designing Algorithms for Entropic Optimal Transport from an Optimisation Perspective16 Jul 2025
- 2025Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean space2 Jul 2025
- 2025Gradient-flow SDEs have unique transient population dynamics27 May 2025
- 2025Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavity15 Apr 2025
- 2025On the Hopf-Cole Transform for Control-affine Schr"odinger Bridge22 Mar 2025
- 2024A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm12 Dec 2024
26 more
- 2024Inverse Entropic Optimal Transport Solves Semi-supervised Learning via Data Likelihood Maximization3 Oct 2024
- 2024Annealed Sinkhorn for Optimal Transport: convergence, regularization path and debiasing21 Aug 2024
- 2024Partially Observed Trajectory Inference using Optimal Transport and a Dynamics Prior11 Jun 2024
- 2024Stochastic Learning of Computational Resource Usage as Graph Structured Multimarginal Schr"odinger Bridge21 May 2024
- 2024An Optimal Transport Approach for Computing Adversarial Training Lower Bounds in Multiclass Classification17 Jan 2024
- 2024Reflected Schr"odinger Bridge for Constrained Generative Modeling6 Jan 2024
- 2023Energy-Guided Continuous Entropic Barycenter Estimation for General Costs2 Oct 2023
- 2023Path Structured Multimarginal Schr"odinger Bridge for Probabilistic Learning of Hardware Resource Usage by Control Software1 Oct 2023
- 2023On the Contraction Coefficient of the Schr"odinger Bridge for Stochastic Linear Systems12 Sep 2023
- 2023Lower Complexity Adaptation for Empirical Entropic Optimal Transport23 Jun 2023
- 2023Minimum intrinsic dimension scaling for entropic optimal transport6 Jun 2023
- 2023Tree-Based Diffusion Schr"odinger Bridge with Applications to Wasserstein Barycenters26 May 2023
- 2023Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approach13 Apr 2023
- 2023Energy-guided Entropic Neural Optimal Transport12 Apr 2023
- 2023Doubly Regularized Entropic Wasserstein Barycenters21 Mar 2023
- 2023On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detection15 Feb 2023
- 2023Minimax estimation of discontinuous optimal transport maps: The semi-discrete case26 Jan 2023
- 2022Metric Distribution to Vector: Constructing Data Representation via Broad-Scale Discrepancies2 Oct 2022
- 2022Trajectory Inference via Mean-field Langevin in Path Space14 May 2022
- 2022The Multimarginal Optimal Transport Formulation of Adversarial Multiclass Classification27 Apr 2022
- 2021Matching for causal effects via multimarginal unbalanced optimal transport8 Dec 2021
- 2021Convergence of Batch Greenkhorn for Regularized Multimarginal Optimal Transport1 Dec 2021
- 2021On the complexity of the optimal transport problem with graph-structured cost1 Oct 2021
- 2021Estimation of Stationary Optimal Transport Plans25 Jul 2021
- 2021Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling1 Jun 2021
- 2021Optimal transport with f-divergence regularization and generalized Sinkhorn algorithm29 May 2021
- 2022Trajectory Inference via Mean-field Langevin in Path Spacecited by 30
- 2023Energy-guided Entropic Neural Optimal Transportcited by 26
- 2022The Multimarginal Optimal Transport Formulation of Adversarial Multiclass Classificationcited by 21
- 2023Minimax estimation of discontinuous optimal transport maps: The semi-discrete casecited by 20
- 2023Tree-Based Diffusion Schr"odinger Bridge with Applications to Wasserstein Barycenterscited by 16
- 2021On the complexity of the optimal transport problem with graph-structured costcited by 14
- 2024Partially Observed Trajectory Inference using Optimal Transport and a Dynamics Priorcited by 13
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignmentcited by 13
- 2023Lower Complexity Adaptation for Empirical Entropic Optimal Transportcited by 12
- 2023Energy-Guided Continuous Entropic Barycenter Estimation for General Costscited by 12
- 2023Minimum intrinsic dimension scaling for entropic optimal transportcited by 11
- 2023Doubly Regularized Entropic Wasserstein Barycenterscited by 10
12 most cited of 36 All 36 (JSON)
- 2026Optimal and Scalable MAPF via Multi-Marginal Optimal Transport and Schr"odinger Bridges11 May 2026
- 2026Generative Profiling for Soft Real-Time Systems and its Applications to Resource Allocation1 Apr 2026
- 2026Robust Sublinear Convergence Rates for Iterative Bregman Projections1 Feb 2026
- 2026New Trends in the Stability of Sinkhorn Semigroups19 Jan 2026
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment28 Oct 2025
- 2025Optimal Multimarginal Schr"odinger Bridge: Minimum Spanning Tree over Measure-valued Vertices12 Sep 2025
- 2025Designing Algorithms for Entropic Optimal Transport from an Optimisation Perspective16 Jul 2025
- 2025Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean space2 Jul 2025
- 2025Gradient-flow SDEs have unique transient population dynamics27 May 2025
- 2025Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavity15 Apr 2025
- 2025On the Hopf-Cole Transform for Control-affine Schr"odinger Bridge22 Mar 2025
- 2024A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm12 Dec 2024
12 newest of 36 All 36 (JSON)