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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…
math.ST2018
Empirical Regularized Optimal Transport: Statistical Theory and Applications
Marcel Klatt, Carla Tameling, Axel Munk
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistenc…