Constructive quantization: approximation by empirical measures

From MaRDI portal
Publication:376699


DOI10.1214/12-AIHP489zbMath1283.60063arXiv1108.5346MaRDI QIDQ376699

Reik Schottstedt, Steffen Dereich, Michael K. R. Scheutzow

Publication date: 19 November 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.5346



Related Items

Distribution dependent SDEs driven by additive continuous noise, Rate of convergence of the Nanbu particle system for hard potentials and Maxwell molecules, A consistency estimate for Kac's model of elastic collisions in a dilute gas, On the quadratic random matching problem in two-dimensional domains, Consistency of probability measure quantization by means of power repulsion-attraction potentials, A fluctuation result for the displacement in the optimal matching problem, Convergence of asymptotic costs for random Euclidean matching problems, Measure estimation on manifolds: an optimal transport approach, Rates of convergence for robust geometric inference, The Vlasov-Poisson dynamics as the mean field limit of extended charges, Asymptotics for Semidiscrete Entropic Optimal Transport, Randomized Wasserstein Barycenter Computation: Resampling with Statistical Guarantees, Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances, Weak quantitative propagation of chaos via differential calculus on the space of measures, $k$-Variance: A Clustered Notion of Variance, Asymptotics of one-dimensional Lévy approximations, Best finite constrained approximations of one-dimensional probabilities, Estimation of Wasserstein distances in the spiked transport model, Optimal Matching of Random Samples and Rates of Convergence of Empirical Measures, Derandomization of the Euler scheme for scalar stochastic differential equations, The Convergence Problem in Mean Field Games with Neumann Boundary Conditions, An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems, Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions, The Wasserstein distance to the circular law, Mini-Batch Risk Forms, Geometrical Insights for Implicit Generative Modeling, Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing, Optimal transport methods for combinatorial optimization over two random point sets, A local refinement strategy for constructive quantization of scalar SDEs, Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions, Empirical measures: regularity is a counter-curse to dimensionality, Inferring interaction rules from observations of evolutive systems I: The variational approach, Deviation inequalities for separately Lipschitz functionals of iterated random functions, Random bit quadrature and approximation of distributions on Hilbert spaces, On quantitative stability in infinite-dimensional optimization under uncertainty, Posterior asymptotics in Wasserstein metrics on the real line, On the rate of convergence in Wasserstein distance of the empirical measure, Antithetic multilevel sampling method for nonlinear functionals of measure, Wasserstein upper bounds of the total variation for smooth densities, Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one, Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces, Some results on the optimal matching problem for the Jacobi model, On optimal matching of Gaussian samples, A simple Fourier analytic proof of the AKT optimal matching theorem, Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance, Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, Finer estimates on the \(2\)-dimensional matching problem, Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs, Transport inequalities on Euclidean spaces for non-Euclidean metrics, A measure theoretical approach to the mean-field maximum principle for training NeurODEs, Learning Finite-Dimensional Coding Schemes with Nonlinear Reconstruction Maps, On optimal matching of Gaussian samples III


Uses Software


Cites Work