A central limit theorem for Lp transportation cost on the real line with application to fairness assessment in machine learning
DOI10.1093/IMAIAI/IAZ016zbMATH Open1471.60026OpenAlexW2980525341MaRDI QIDQ5006512FDOQ5006512
Authors: Paula Gordaliza, Eustasio Del Barrio, Jean-Michel Loubes
Publication date: 16 August 2021
Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaiai/iaz016
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Convergence of probability measures (60B10) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)
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- Limit distribution theory for smooth \(p\)-Wasserstein distances
- Central limit theorems for general transportation costs
- Minimax confidence intervals for the sliced Wasserstein distance
- Plugin estimation of smooth optimal transport maps
- An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs
- Central limit theorems for semi-discrete Wasserstein distances
- Empirical optimal transport under estimated costs: distributional limits and statistical applications
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