3 papers
math.PR2025
The fast rate of convergence of the smooth adapted Wasserstein distance
Martin Larsson, Jonghwa Park, Johannes Wiesel
Estimating a -dimensional distribution by the empirical measure of its samples is an important task in probability theory, statistics and machine learning. It is w…
math.PR2024
Bounding adapted Wasserstein metrics
Jose Blanchet, Martin Larsson, Jonghwa Park +1
The Wasserstein distance is an important instance of an optimal transport cost. Its numerous mathematical properties as well as applications to various fields such…
math.ST2023
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…