Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem

We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of convergence of entropic OT for empirical measures. Our analysis impr...

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Váldodahkkit: Mena, G, Weed, J
Materiálatiipa: Conference item
Giella:English
Almmustuhtton: MIT Press 2019