Author

Soumik Pal

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Preprint Sep 2026

Diffusion Approximations to Schr\"{o}dinger Bridges and the Convergence of Entropic Potentials

Consider the Monge-Kantorovich optimal transport problem between two Euclidean densities $\mu$ and $\nu$ and quadratic cost. The $\varepsilon$-Schr\"{o}dinger bridge is the solution to the entropic regularized problem with regularization parameter $\varepsilon$. By taking the conditional expectation of the second coord...

G. Mulcahy, Soumik Pal · 0 citations

Preprint Jul 2026

Mirror Langevin diffusions: Convergence rates and Markov chain approximations

Given a strongly convex function $u$, equip $R^d$ with a Riemannian metric given by the Hessian $\nabla^2 u$. This is a so-called Hessian manifold. Given a probability density $\mu$ one may run a Langevin diffusion intrinsic to the manifold with stationary distribution $\mu$. Such (Hessian) manifold-valued Langevin dif...

Benjamin Capdeville, Young-Heon Kim, Soumik Pal · 0 citations