Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
DOI10.1214/20-AOS1987zbMath1469.62218arXiv1812.09150OpenAlexW3034209236MaRDI QIDQ2039796
Publication date: 5 July 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.09150
stochastic optimisationWasserstein distanceoptimal transportentropic regularizationconvergence of random variablesSinkhorn divergence
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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