Entropic OT with non-product Gaussian references reduces to a matrix optimization problem yielding complete primal-dual solutions that enable coherent continuous-time processes from time marginals.
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Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean space
Entropic OT with non-product Gaussian references reduces to a matrix optimization problem yielding complete primal-dual solutions that enable coherent continuous-time processes from time marginals.