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stat.ML2023★ 1 cited
Estimation of entropy-regularized optimal transport maps between non-compactly supported measures
Matthew Werenski, James M. Murphy, Shuchin Aeron
This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian.…
stat.ML2023
On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detection
Matthew Werenski, Shoaib Bin Masud, James M. Murphy +1
This paper considers the use of recently proposed optimal transport-based multivariate test statistics, namely rank energy and its variant the soft rank energy derived from entropi…