Annals of Applied Probability

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01.02.2024

Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces

Authors Hundrieser S, Klatt M, Munk A Journal The Annals of Applied Probability Citation Ann. Appl. Probab. 34(1B): 1403-1468. Abstract For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a
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01.01.2019

Empirical optimal transport on countable metric spaces: Distributional limits and statistical applications

Authors Tameling C, Sommerfeld M, Munk A Journal Annals of Applied Probability Citation Ann. Appl. Probab. 29 (2019), no. 5, 2744–2781. Abstract We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional
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