42 citations · 57 across the 2 of their papers we have counts for
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math.ST2019★ 42 cited
Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem
Gonzalo Mena, Jonathan Weed
We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a ne…
math.ST2018
Entropic optimal transport is maximum-likelihood deconvolution
Philippe Rigollet, Jonathan Weed
We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a…
math.ST2018
Uncoupled isotonic regression via minimum Wasserstein deconvolution
Philippe Rigollet, Jonathan Weed
Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function from independent pairs $(x_…