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...
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Conference item |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
MIT Press
2019
|