Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures

21 December 2018

Papers citing "Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures"

7 / 7 papers shown

Title
A stochastic gradient descent algorithm with random search directions Eméric Gbaguidi ODL 80 0 0 25 Mar 2025
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements Bernard Bercu Jérémie Bigot Gauthier Thurin 42 0 0 04 Jul 2023
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles Bernard Bercu Jérémie Bigot Gauthier Thurin 39 2 0 02 Feb 2023
Covariance Estimators for the ROOT-SGD Algorithm in Online Learning Yiling Luo X. Huo Y. Mei 10 2 0 02 Dec 2022
Statistical data analysis in the Wasserstein space Jérémie Bigot 27 29 0 19 Jul 2019
Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem Gonzalo E. Mena Jonathan Niles-Weed OT 10 163 0 28 May 2019
Limit laws of the empirical Wasserstein distance: Gaussian distributions Thomas Rippl Axel Munk A. Sturm 57 64 0 15 Jul 2015