All Papers
Title |
|---|
Title |
|---|

We statistically analyze empirical plug-in estimators for unbalanced optimal transport (UOT) formalisms, focusing on the Kantorovich-Rubinstein distance, between general intensity measures based on observations from spatio-temporal point processes. Specifically, we model the observations by two weakly time-stationary point processes with spatial intensity measures and over the expanding window as increases to infinity, and establish sharp convergence rates of the empirical UOT in terms of the intrinsic dimensions of the measures. We assume a sub-quadratic temporal growth condition of the variance of the process, which allows for a wide range of temporal dependencies. As the growth approaches quadratic, the convergence rate becomes slower. This variance assumption is related to the time-reduced factorial covariance measure, and we exemplify its validity for various point processes, including the Poisson cluster, Hawkes, Neyman-Scott, and log-Gaussian Cox processes. Complementary to our upper bounds, we also derive matching lower bounds for various spatio-temporal point processes of interest and establish near minimax rate optimality of the empirical Kantorovich-Rubinstein distance.
View on arXiv