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math.ST2020
-Variance: A Clustered Notion of Variance
Justin Solomon, Kristjan Greenewald, Haikady N. Nagaraja
We introduce -variance, a generalization of variance built on the machinery of random bipartite matchings. -variance measures the expected cost of matching two sets of sa…
math.ST2020★ 5 cited
Gaussian-Smooth Optimal Transport: Metric Structure and Statistical Efficiency
Ziv Goldfeld, Kristjan Greenewald
Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasser…