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dc.contributor.author
Eckstein, Stephan
dc.contributor.author
Nutz, Marcel
dc.date.accessioned
2024-06-26T06:45:12Z
dc.date.available
2023-08-21T06:57:01Z
dc.date.available
2023-08-23T13:29:36Z
dc.date.available
2023-10-19T07:15:36Z
dc.date.available
2024-06-26T06:45:12Z
dc.date.issued
2024-05
dc.identifier.issn
0364-765X
dc.identifier.issn
1526-5471
dc.identifier.other
10.1287/moor.2022.0245
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/627406
dc.description.abstract
We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or Lp regularization, general transport costs, and multimarginal problems are obtained. A novel methodology using quantization and martingale couplings is suitable for noncompact marginals and achieves, in particular, the sharp leading-order term of entropically regularized 2-Wasserstein distance for marginals with a finite (2+δ) -moment.
en_US
dc.language.iso
en
en_US
dc.publisher
INFORMS
en_US
dc.subject
entropic optimal transport
en_US
dc.subject
f-divergence
en_US
dc.subject
Regularization
en_US
dc.subject
Quantization
en_US
dc.title
Convergence Rates for Regularized Optimal Transport via Quantization
en_US
dc.type
Journal Article
dc.date.published
2023-07-31
ethz.journal.title
Mathematics of Operations Research
ethz.journal.volume
49
en_US
ethz.journal.issue
2
en_US
ethz.journal.abbreviated
Math. oper. res.
ethz.pages.start
1223
en_US
ethz.pages.end
1240
en_US
ethz.identifier.wos
ethz.publication.place
Catonsville, MD
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.date.deposited
2023-08-21T06:57:13Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2023-10-19T07:15:37Z
ethz.rosetta.lastUpdated
2024-02-03T05:22:20Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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