Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes

DOI10.1137/21M1410488zbMath1489.60057arXiv2104.12368OpenAlexW3157307592WikidataQ114074063 ScholiaQ114074063MaRDI QIDQ5862898

Ha Quang Minh

Publication date: 10 March 2022

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.12368

zbMATH Keywords

Gaussian processesreproducing kernel Hilbert spaceWasserstein distanceoptimal transportentropic regularization

Mathematics Subject Classification ID

Gaussian processes (60G15) Optimal transportation (49Q22)

Related Items (1)

Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings

Uses Software

• fda (R)

Cites Work

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