Quantitative Uniform Stability of the Iterative Proportional Fitting Procedure
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Abstract (arXiv)
We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative and stated in terms of the 1-Wasserstein metric. As a corollary we establish a quantitative stability result for Schr"odinger bridges.
Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). Builds on 13 of its 40 references that are in the map. First posted on arXiv 18 Aug 2021.
Builds on
13 of 40 references.
References · 13
- 2013Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distancescited by 2,277
- 2018Computational Optimal Transportcited by 765
- 2021Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modelingcited by 594
- 2013A survey of the Schr"odinger problem and some of its connections with optimal transportcited by 286
- 2017Near-linear time approximation algorithms for optimal transport via Sinkhorn iterationcited by 219
- 2021Solving Schr"odinger Bridges via Maximum Likelihoodcited by 140
- 2021Differentiable Particle Filtering via Entropy-Regularized Optimal Transportcited by 59
- 2015Entropic and displacement interpolation: a computational approach using the Hilbert metriccited by 34
- 2020Continuous Regularized Wasserstein Barycenterscited by 32
- 2019Sinkhorn Barycenters with Free Support via Frank-Wolfe Algorithmcited by 27
- 2019Quantitative stability of optimal transport maps and linearization of the 2-Wasserstein spacecited by 25
- 2021Stability of Entropic Optimal Transport and Schr"odinger Bridgescited by 25
1 more
- 2021Entropic Optimal Transport: Geometry and Large Deviationscited by 20
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Citing papers per year: 2022: 1; 2023: 3; 2024: 4; 2025: 1; 2026: 2.
11 papers.
- 2022Rethinking Initialization of the Sinkhorn Algorithmcited by 14
- 2024Reflected Schr"odinger Bridge for Constrained Generative Modelingcited by 12
- 2023Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithmcited by 10
- 2023Hilbert's projective metric for functions of bounded growth and exponential convergence of Sinkhorn's algorithmcited by 8
- 2024Soft-constrained Schrodinger Bridge: a Stochastic Control Approachcited by 8
- 2023Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approachcited by 7
- 2024Optimal Transport on the Lie Group of Roto-translationscited by 4
- 2024A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithmcited by 4
- 2026Robust Sublinear Convergence Rates for Iterative Bregman Projectionscited by 1
- 2025Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavitycited by 0
- 2026Low-Budget Active Learning through Entropic Optimal Transportcited by 0
- 2026Low-Budget Active Learning through Entropic Optimal Transport1 Oct 2026
- 2026Robust Sublinear Convergence Rates for Iterative Bregman Projections1 Feb 2026
- 2025Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavity15 Apr 2025
- 2024A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm12 Dec 2024
- 2024Soft-constrained Schrodinger Bridge: a Stochastic Control Approach4 Mar 2024
- 2024Optimal Transport on the Lie Group of Roto-translations23 Feb 2024
- 2024Reflected Schr"odinger Bridge for Constrained Generative Modeling6 Jan 2024
- 2023Hilbert's projective metric for functions of bounded growth and exponential convergence of Sinkhorn's algorithm7 Nov 2023
- 2023Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm31 Jul 2023
- 2023Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approach13 Apr 2023
- 2022Rethinking Initialization of the Sinkhorn Algorithm15 Jun 2022