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math.PR2022★ 2 cited
Stability of Schrödinger Potentials and Convergence of Sinkhorn's Algorithm
Marcel Nutz, Johannes Wiesel
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Sch…
math.PR2019
Bounding quantiles of Wasserstein distance between true and empirical measure
Samuel N. Cohen, Martin N. A. Tegnér, Johannes Wiesel
Consider the empirical measure, , associated to i.i.d. samples of a given probability distribution on the unit interval. For fixed …