On the stochastic convergence of representations based on Wasserstein metrics

DOI10.1214/AOP/1176989394zbMATH Open0770.60012OpenAlexW2005989375MaRDI QIDQ2365737FDOQ2365737

Authors: Araceli Tuero 

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989394

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zbMATH Keywords

increasing functionsoptimal couplingSkorokhod's representation theoremstochastic convergence of representations

Mathematics Subject Classification ID

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

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• A PDE approach to a 2-dimensional matching problem
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• Optimal solution of a Monge-Kantorovitch transportation problem
• Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings
• A theorem of stochastic representation related to Monge-Kantorovich problem
• Universal consistency of Wasserstein k-NN classifier: a negative and some positive results
• Convexity inequalities and optimal transport of infinite-dimensional measures
• On the monotonicity of optimal transportation plans

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