Author

Frédéric Bertrand

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Preprint Jul 2026

Sinkhorn Hamiltonian Monte Carlo for Entropic Optimal Transport Generalized Bayes

This work introduces Sinkhorn divergences as Generalized Bayes losses for Hamiltonian Monte Carlo (HMC) and No-U-Turn Sampler (NUTS) and proposes heuristics to set hyperparameters that affect the stability and calibration quality, such as the number of Sinkhorn iterations, the entropic regularization strength, and the...

Guilhem Nespoulous, F. Bertrand, Myriam Maumy et al. · 0 citations