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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.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…