On optimal matching of Gaussian samples III

DOI10.37190/0208-4147.41.2.3zbMath1482.60013arXiv1911.07579OpenAlexW3209338846MaRDI QIDQ5029382

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Publication date: 14 February 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.07579

zbMATH Keywords

empirical measureoptimal transportoptimal matchingMehler kernelGaussian sample

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat and other parabolic equation methods for PDEs on manifolds (58J35) (L^p)-limit theorems (60F25) Existence of optimal solutions to problems involving randomness (49J55) Optimal transportation (49Q22)

Related Items (3)

Optimal Matching of Random Samples and Rates of Convergence of Empirical Measures ⋮ Optimal transport methods for combinatorial optimization over two random point sets ⋮ Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus

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• Comparison between W₂ distance and Ḣ⁻¹ norm, and Localization of Wasserstein distance
• Upper and Lower Bounds for Stochastic Processes
• Optimal Transport

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