20 citations · 59 across the 8 of their papers we have counts for
7 papers · 1 filter
An improved central limit theorem and fast convergence rates for entropic transportation costs
Eustasio del Barrio, Alberto Gonzalez-Sanz, Jean-Michel Loubes +1
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allo…
Central Limit Theorems for General Transportation Costs
Eustasio del Barrio, Alberto González-Sanz, Jean-Michel Loubes
We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d 1. We extend results in [19]…
The statistical effect of entropic regularization in optimal transportation
Eustasio del Barrio, Jean-Michel Loubes
We propose to tackle the problem of understanding the effect of regularization in Sinkhorn algotihms. In the case of Gaussian distributions we provide a closed form for the regular…
A note on the Regularity of Center-Outward Distribution and Quantile Functions
Eustasio del Barrio, Alberto González-Sanz, Marc Hallin
We provide sufficient conditions under which the center-outward distribution and quantile functions introduced in Chernozhukov et al.~(2017) and Hallin~(2017) are homeomorphisms, t…
On approximate validation of models: A Kolmogorov-Smirnov based approach
Eustasio del Barrio, Hristo Inouzhe, Carlos Matrán
Classical tests of fit typically reject a model for large enough real data samples. In contrast, often in statistical practice a model offers a good description of the data even th…
A Central Limit Theorem for transportation cost with applications to Fairness Assessment in Machine Learning
Eustasio del Barrio, Paula Gordaliza, Jean-Michel Loubes
We provide a Central Limit Theorem for the Monge-Kantorovich distance between two empirical distributions with size and , for for observations on the re…