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

DOI10.1214/23-aap1995arXiv2105.00049OpenAlexW4391483290MaRDI QIDQ6126806

Marcel Klatt, Axel Munk, Shayan Hundrieser

Publication date: 10 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.00049

zbMATH Keywords

bootstrapsensitivity analysiscentral limit theoremoptimal transportcountable spacesentropy regularization

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Sensitivity, stability, parametric optimization (90C31) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Optimal transportation (49Q22)

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