The Wasserstein distances between pushed-forward measures with applications to uncertainty quantification

DOI10.4310/CMS.2020.v18.n3.a6zbMath1457.60004arXiv1902.05451MaRDI QIDQ2658917

Amir Sagiv

Publication date: 25 March 2021

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.05451

zbMATH Keywords

approximationdensity estimationoptimal transportuncertainty quantificationWasserstein

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Real- or complex-valued set functions (28A10) Probabilistic measure theory (60A10)

Related Items (3)

Spectral convergence of probability densities for forward problems in uncertainty quantification ⋮ Sparse approximation of triangular transports. I: The finite-dimensional case ⋮ Sparse approximation of triangular transports. II: The infinite-dimensional case

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