Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
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Publication:2286450
DOI10.1214/19-AAP1463zbMath1439.60028arXiv1707.00973MaRDI QIDQ2286450
Carla Tameling, Axel Munk, Max Sommerfeld
Publication date: 22 January 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00973
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sensitivity, stability, parametric optimization (90C31) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (15)
Minimax confidence intervals for the sliced Wasserstein distance ⋮ Limit laws for empirical optimal solutions in random linear programs ⋮ Sharp convergence rates for empirical optimal transport with smooth costs ⋮ Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Distribution of Distances based Object Matching: Asymptotic Inference ⋮ Central limit theorems for semi-discrete Wasserstein distances ⋮ Asymptotics for Strassen's optimal transport problem ⋮ Uniform confidence band for optimal transport map on one-dimensional data ⋮ Fréchet means and Procrustes analysis in Wasserstein space ⋮ Multivariate goodness-of-fit tests based on Wasserstein distance ⋮ Measuring dependence between random vectors via optimal transport ⋮ Tackling algorithmic bias in neural-network classifiers using Wasserstein-2 regularization ⋮ Likelihood estimation of sparse topic distributions in topic models and its applications to Wasserstein document distance calculations ⋮ Empirical Regularized Optimal Transport: Statistical Theory and Applications
Uses Software
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