Central limit theorems for the Wasserstein distance between the empirical and the true distributions
From MaRDI portal
Publication:1807206
DOI10.1214/aop/1022677394zbMath0958.60012OpenAlexW2083454075MaRDI QIDQ1807206
Carlos Matrán, Eustasio del Barrio, Evarist Giné M.
Publication date: 9 November 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677394
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
Related Items (56)
Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation ⋮ Rates of convergence for robust geometric inference ⋮ Limit laws of the empirical Wasserstein distance: Gaussian distributions ⋮ A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Randomized Wasserstein Barycenter Computation: Resampling with Statistical Guarantees ⋮ Structural Clustering of Volatility Regimes for Dynamic Trading Strategies ⋮ A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence ⋮ Typical distances in the directed configuration model ⋮ Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences ⋮ Efficient random graph matching via degree profiles ⋮ A central limit theorem for Wasserstein type distances between two distinct univariate distributions ⋮ Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil ⋮ Thin and heavy tails in stochastic programming ⋮ Nonparametric Adaptive Robust Control under Model Uncertainty ⋮ A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance ⋮ On adaptive confidence sets for the Wasserstein distances ⋮ Data-driven nonparametric robust control under dependence uncertainty ⋮ Density estimation of multivariate samples using Wasserstein distance ⋮ Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters ⋮ Using scaling-region distributions to select embedding parameters ⋮ Donsker theorems for occupation measures of multi-dimensional periodic diffusions ⋮ Asymptotics for Strassen's optimal transport problem ⋮ Rates of convergence for partial mass problems ⋮ Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions ⋮ Asymptotic analysis of the optimal cost in some transportation problems with random locations ⋮ Deviation inequalities for separately Lipschitz functionals of iterated random functions ⋮ Regular sensitivity computation avoiding chaotic effects in particle-in-cell plasma methods ⋮ On the mean speed of convergence of empirical and occupation measures in Wasserstein distance ⋮ Implementation of transportation distance for analyzing FLIM and FRET experiments ⋮ SPDE limit of the global fluctuations in rank-based models ⋮ Models for the assessment of treatment improvement: the ideal and the feasible ⋮ New distance measures for classifying X-ray astronomy data into stellar classes ⋮ The compound Poisson random variable's approximation to the individual risk model ⋮ Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances ⋮ On minimum Kantorovich distance estimators ⋮ Pricing of reusable resources under ambiguous distributions of demand and service time with emerging applications ⋮ Empirical optimal transport on countable metric spaces: distributional limits and statistical applications ⋮ An empirical central limit theorem in L\(^1\) for stationary sequences ⋮ Borrowing strength and borrowing index for Bayesian hierarchical models ⋮ Piecewise linear approximation of empirical distributions under a Wasserstein distance constraint ⋮ Monitoring for a change point in a sequence of distributions ⋮ Convergence of the population dynamics algorithm in the Wasserstein metric ⋮ Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution ⋮ One-dimensional empirical measures, order statistics, and Kantorovich transport distances ⋮ Stability for a random evolution equation with Gaussian perturbation ⋮ Limitations of the Wasserstein MDE for univariate data ⋮ A new measure between sets of probability distributions with applications to erratic financial behavior ⋮ Distribution's template estimate with Wasserstein metrics ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Cites Work
- Weighted empirical and quantile processes
- Approximations of weighted empirical and quantile processes
- Convergence of integrals of uniform empirical and quantile processes
- The Levy-Lindeberg Central Limit Theorem in Orlicz Spaces L φ
- Brownian first exit from and sojourn over one sided moving boundary and application
- Central limit problem for symmetric case: Convergence to non-Gaussian laws
- Central limit theorems and weak laws of large numbers in certain banach spaces
- Convergence of moments and related functional in the general central limit theorem in banach spaces
- On necessary and sufficient conditions for an infinitely divisible distribution to be normal or degenerate
- New concentration inequalities in product spaces
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Central limit theorems for the Wasserstein distance between the empirical and the true distributions