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01.11.2024

A Unifying Approach to Distributional Limits for Empirical Optimal Transport

Authors Hundrieser S, Klatt M, Munk A, Staudt T Journal Bernoulli Citation Bernoulli 30 (4), 2846-2877. Abstract We provide a unifying approach to central limit type theorems for empirical optimal transport (OT). The limit distribution is given by a supremum of a centered Gaussian process, and we explicitly characterize when it
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