4 papers · 1 filter
Dependence Measures via Adapted Optimal Transport: Stability and Rates of Convergence
Jonathan Ansari, Johannes Wiesel
Recently studied dependence measures, such as Chatterjee's rank correlation, that characterize both independence and perfect functional dependence, provide a powerful framework for…
Sample complexity for divergence regularized optimal transport with radial cost
Ruiyu Han, Johannes Wiesel
We prove a new sample complexity result for divergence regularized optimal transport. Our bound holds for probability measures on~ with exponential tail decay and for…
Max-sliced Wasserstein concentration and uniform ratio bounds of empirical measures on RKHS
Ruiyu Han, Cynthia Rush, Johannes Wiesel
Optimal transport and the Wasserstein distance have recently seen a number of applications in the fields of statistics, machine learning, data science, and the phys…
On concentration of the empirical measure for radial transport costs
Martin Larsson, Jonghwa Park, Johannes Wiesel
Let be a probability measure on and its empirical measure with sample size . We prove a concentration inequality for the optimal transport cost between…