Optimal transportation plans and convergence in distribution

DOI10.1006/JMVA.1996.1627MaRDI QIDQ1369665zbMATH OpenOpenAlexFDO

Authors Juan Antonio Cuesta-Albertos, Carlos Matrán, A. Tuero-Diaz

Publication date 30 August 1998

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1996.1627

zbMATH Keywords

consistency of the empirical optimal transportation plansoptimal transportation planssimulation techniquesWasserstein distance

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05)

Recommendations

• The empirical cost of optimal incomplete transportation
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Cited in

(16)

• An algorithm to approximate the optimal expected inner product of two vectors with given marginals
• On the monotonicity of optimal transportation plans
• Fréchet means and Procrustes analysis in Wasserstein space
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Optimal transportation plans with escort entropy regularization
• Functional, randomized and smoothed multivariate quantile regions
• Central limit theorems for empirical transportation cost in general dimension
• Mass transportation and the consistency of the empirical optimal conditional locations
• A fixed-point approach to barycenters in Wasserstein space
• The Wasserstein distance and approximation theorems
• Ordinary least squares for histogram data based on Wasserstein distance
• Uniqueness and approximate computation of optimal incomplete transportation plans
• Central limit theorems for general transportation costs
• Stochastic gradient descent for barycenters in Wasserstein space
• Distribution-free testing in linear and parametric regression
• A numerical method for some stochastic differential equations with multiplicative noise

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