5 papers
Stability of Wasserstein projections in convex order via metric extrapolation
Jakwang Kim, Young-Heon Kim, Andrea Natale
We build on recent work linking backward and forward W2-projections in convex order with the recently introduced metric extrapolation problem to derive new quantitative stability e…
Extension of coupling via the Projection of Optimal Transport
Jakwang Kim, Young-Heon Kim, Chan Park
In many statistical settings, two types of data are available: coupled data, which preserve the joint structure among variables but are limited in size due to cost or privacy const…
Convergence Rate of the Solution of Multi-marginal Schrodinger Bridge Problem with Marginal Constraints from SDEs
Rentian Yao, Young--Heon Kim, Geoffrey Schiebinger
In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE)…
Principal Curves In Metric Spaces And The Space Of Probability Measures
Andrew Warren, Anton Afanassiev, Forest Kobayashi +2
We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory infe…
Statistical inference of convex order by Wasserstein projection
Jakwang Kim, Young-Heon Kim, Yuanlong Ruan +1
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly…