32 citations · 110 across the 12 of their papers we have counts for
7 papers · 1 filter
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…
Minimum intrinsic dimension scaling for entropic optimal transport
Austin J. Stromme
Motivated by the manifold hypothesis, which states that data with a high extrinsic dimension may yet have a low intrinsic dimension, we develop refined statistical bounds for entro…
On the sample complexity of entropic optimal transport
Philippe Rigollet, Austin J. Stromme
We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by…
Fast and Smooth Interpolation on Wasserstein Space
Sinho Chewi, Julien Clancy, Thibaut Le Gouic +3
We propose a new method for smoothly interpolating probability measures using the geometry of optimal transport. To that end, we reduce this problem to the classical Euclidean sett…
Exponential ergodicity of mirror-Langevin diffusions
Sinho Chewi, Thibaut Le Gouic, Chen Lu +3
Motivated by the problem of sampling from ill-conditioned log-concave distributions, we give a clean non-asymptotic convergence analysis of mirror-Langevin diffusions as introduced…
Gradient descent algorithms for Bures-Wasserstein barycenters
Sinho Chewi, Tyler Maunu, Philippe Rigollet +1
We study first order methods to compute the barycenter of a probability distribution over the space of probability measures with finite second moment. We develop a framework to…
Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space
Thibaut Le Gouic, Quentin Paris, Philippe Rigollet +1
This work establishes fast rates of convergence for empirical barycenters over a large class of geodesic spaces with curvature bounds in the sense of Alexandrov. More specifically,…