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math.ST2026
Finite-sample bounds for regularized optimal transport
Alberto González-Sanz, Marcel Nutz, Austin J. Stromme
We study the sample complexity of regularized optimal transport for general convex regularizations including the Kullback--Leibler divergence and penalties. Our main results…
math.ST2025
Sample Complexity of Quadratically Regularized Optimal Transport
Alberto González-Sanz, Eustasio del Barrio, Marcel Nutz
It is well known that optimal transport suffers from the curse of dimensionality: when the prescribed marginals are approximated by i.i.d. samples, the convergence of the empirical…
math.ST2025
Sparse Regularized Optimal Transport without Curse of Dimensionality
Alberto González-Sanz, Stephan Eckstein, Marcel Nutz
Entropic optimal transport -- the optimal transport problem regularized by KL diver\-gence -- is highly successful in statistical applications. Thanks to the smoothness of the entr…