AUEB Stats Seminars 29/10/2021: Quantitative Uniform Stability of the Iterative Proportional Fitting Procedure by George Deligiannidis (Oxford)

The video of the seminar is now available at AUEB Stats Youtube channel

https://youtu.be/0luf7XyeGXY

Presenter:  George Deligiannidis
Associate Professor of Statistics, Department of Statistics, University of Oxford

Date: Friday 29/10/2021, 13:30

Title: Quantitative Uniform Stability of the Iterative Proportional Fitting Procedure

Abstract:  We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Propor- tional 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 Schrödinger bridges.

This is joint work with V. de Bortoli and A. Doucet.

Meeting Link: https://teams.microsoft.com/l/meetup-join/19%3a0fe3bd7e094a4ccfacecb92ce36cfe69%40thread.tacv2/1631689439715?context=%7b%22Tid%22%3a%22ad5ba4a2-7857-4ea1-895e-b3d5207a174f%22%2c%22Oid%22%3a%22381c5dc1-ed77-403a-9d53-e2db51c33563%22%7d