activity
20182022
most citedA Unifying Approach to Distributional Limits for Empirical Optimal Transport

13 citations · 22 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ME2022

Unbalanced Kantorovich-Rubinstein distance, plan, and barycenter on finite spaces: A statistical perspective

Shayan Hundrieser, Florian Heinemann, Marcel Klatt +2

We analyze statistical properties of plug-in estimators for unbalanced optimal transport quantities between finitely supported measures in different prototypical sampling models. S…

math.PR2022★ 13 cited

A Unifying Approach to Distributional Limits for Empirical Optimal Transport

Shayan Hundrieser, Marcel Klatt, Thomas Staudt +1

We provide a unifying approach to central limit type theorems for empirical optimal transport (OT). In general, the limit distributions are characterized as suprema of Gaussian pro…

math.OC2021

Kantorovich-Rubinstein distance and barycenter for finitely supported measures: Foundations and Algorithms

Florian Heinemann, Marcel Klatt, Axel Munk

The purpose of this paper is to provide a systematic discussion of a generalized barycenter based on a variant of unbalanced optimal transport (UOT) that defines a distance between…

math.PR2021

Limit Distributions and Sensitivity Analysis for Empirical Entropic Optimal Transport on Countable Spaces

Shayan Hundrieser, Marcel Klatt, Axel Munk

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal…

stat.ME2021

The Statistics of Circular Optimal Transport

Shayan Hundrieser, Marcel Klatt, Axel Munk

Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a given ground space. Fundamental to…

math.ST2020★ 6 cited

Limit Laws for Empirical Optimal Solutions in Stochastic Linear Programs

Marcel Klatt, Axel Munk, Yoav Zemel

We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which…