Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes (Q5862898): Difference between revisions

Latest revision as of 09:44, 30 July 2024

scientific article; zbMATH DE number 7487266

Language	Label	Description	Also known as
English	Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes	scientific article; zbMATH DE number 7487266

Statements

instance of

scholarly article

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title

Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes (English)

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author

Ha Quang Minh

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published in

SIAM/ASA Journal on Uncertainty Quantification

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publication date

10 March 2022

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full work available at URL

https://arxiv.org/abs/2104.12368

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zbMATH Keywords

Wasserstein distance

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entropic regularization

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Gaussian processes

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reproducing kernel Hilbert space

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optimal transport

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describes a project that uses

fda (R)

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MaRDI profile type

MaRDI publication profile

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cites work

Q3331506

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Testing equality between several populations covariance operators

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Entropy minimization, \(DAD\) problems, and doubly stochastic kernels

0 references

I-divergence geometry of probability distributions and minimization problems

0 references

On the mathematical foundations of learning

0 references

On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space

0 references

Computational Optimal Transport: With Applications to Data Science

0 references

The Frechet distance between multivariate normal distributions

0 references

The Speed of Mean Glivenko-Cantelli Convergence

0 references

Nonparametric functional data analysis. Theory and practice.

0 references

On the rate of convergence in Wasserstein distance of the empirical measure

0 references

Testing the Equality of Covariance Operators in Functional Samples

0 references

On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces

0 references

A class of Wasserstein metrics for probability distributions

0 references

Mean rates of convergence of empirical measures in the Wasserstein metric

0 references

Inference for functional data with applications

0 references

Q3667432

0 references

On the optimal mapping of distributions

0 references

A survey of the Schrödinger problem and some of its connections with optimal transport

0 references

Procrustes metrics on covariance operators and optimal transportation of Gaussian processes

0 references

Some properties of Gaussian reproducing kernel Hilbert spaces and their implications for function approximation and learning theory

0 references

Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces

0 references

The distance between two random vectors wigh given dispersion matrices

0 references

Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles

0 references

Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data

0 references

Distances and inference for covariance operators

0 references

Optimum bounds for the distributions of martingales in Banach spaces

0 references

Free states of the canonical anticommutation relations

0 references

Gaussian Processes and Gaussian Measures

0 references

Functional data analysis.

0 references

Q4066072

0 references

Q2896059

0 references

Closedness of sum spaces and the generalized Schrödinger problem

0 references

Learning theory estimates via integral operators and their approximations

0 references

Mercer theorem for RKHS on noncompact sets

0 references

Q4805362

0 references

Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance

0 references

Identifiers

zbMATH Open document ID

1489.60057

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DOI

10.1137/21M1410488

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Testing equality between several populations covariance operators
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@@ Property / cites work @@
+Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
+Normal rank
@@ Property / cites work @@
+I-divergence geometry of probability distributions and minimization problems
+Normal rank
@@ Property / cites work @@
+On the mathematical foundations of learning
@@ Property / cites work: On the mathematical foundations of learning / rank @@
+Normal rank
@@ Property / cites work @@
+On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space
+Normal rank
@@ Property / cites work @@
+Computational Optimal Transport: With Applications to Data Science
+Normal rank
@@ Property / cites work @@
+The Frechet distance between multivariate normal distributions
+Normal rank
@@ Property / cites work @@
+The Speed of Mean Glivenko-Cantelli Convergence
@@ Property / cites work: The Speed of Mean Glivenko-Cantelli Convergence / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric functional data analysis. Theory and practice.
+Normal rank
@@ Property / cites work @@
+On the rate of convergence in Wasserstein distance of the empirical measure
+Normal rank
@@ Property / cites work @@
+Testing the Equality of Covariance Operators in Functional Samples
+Normal rank
@@ Property / cites work @@
+On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
+Normal rank
@@ Property / cites work @@
+A class of Wasserstein metrics for probability distributions
+Normal rank
@@ Property / cites work @@
+Mean rates of convergence of empirical measures in the Wasserstein metric
+Normal rank
@@ Property / cites work @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q3667432
@@ Property / cites work: Q3667432 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal mapping of distributions
@@ Property / cites work: On the optimal mapping of distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A survey of the Schrödinger problem and some of its connections with optimal transport
+Normal rank
@@ Property / cites work @@
+Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Some properties of Gaussian reproducing kernel Hilbert spaces and their implications for function approximation and learning theory
+Normal rank
@@ Property / cites work @@
+Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
+Normal rank
@@ Property / cites work @@
+The distance between two random vectors wigh given dispersion matrices
+Normal rank
@@ Property / cites work @@
+Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles
+Normal rank
@@ Property / cites work @@
+Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
+Normal rank
@@ Property / cites work @@
+Distances and inference for covariance operators
@@ Property / cites work: Distances and inference for covariance operators / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum bounds for the distributions of martingales in Banach spaces
+Normal rank
@@ Property / cites work @@
+Free states of the canonical anticommutation relations
+Normal rank
@@ Property / cites work @@
+Gaussian Processes and Gaussian Measures
@@ Property / cites work: Gaussian Processes and Gaussian Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Functional data analysis.
@@ Property / cites work: Functional data analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4066072
@@ Property / cites work: Q4066072 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896059
@@ Property / cites work: Q2896059 / rank @@
+Normal rank
@@ Property / cites work @@
+Closedness of sum spaces and the generalized Schrödinger problem
+Normal rank
@@ Property / cites work @@
+Learning theory estimates via integral operators and their approximations
+Normal rank
@@ Property / cites work @@
+Mercer theorem for RKHS on noncompact sets
@@ Property / cites work: Mercer theorem for RKHS on noncompact sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4805362
@@ Property / cites work: Q4805362 / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
+Normal rank
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