ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Statistical Optimal Transport

Enseignant

STROMME Austin

Département : Statistics

Références

Ajtai, Miklós, János Komlós, and Gábor Tusnády. "On optimal matchings." Combinatorica 4 (1984): 259-264.

Dobri?, V., and Joseph E. Yukich. "Asymptotics for transportation cost in high dimensions." Journal of Theoretical Probability 8 (1995): 97-118

Dudley, Richard Mansfield. "The speed of mean Glivenko-Cantelli convergence." The Annals of Mathematical Statistics 40.1 (1969): 40-50.

Fournier, Nicolas, and Arnaud Guillin. "On the rate of convergence in Wasserstein distance of the empirical measure." Probability Theory and Related Fields 162.3-4 (2015): 707-738.

Leighton, T., and P. Shor. "Tight bounds for minimax grid matching with applications to the average case analysis of algorithms." Combinatorica 9.2 (1989): 161-187.

Talagrand, Michel. Upper and lower bounds for stochastic processes: decomposition theorems. Vol. 60. Springer Nature, 2022.

Weed, Jonathan, and Francis Bach. "Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance." Bernoulli 25.4A (2019): 2620-2648.