A central limit theorem for Lp transportation cost on the real line with application to fairness assessment in machine learning

DOI10.1093/IMAIAI/IAZ016MaRDI QIDQ5006512zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

central limit theoremoptimal transportMonge-Kantorovich distancefair learning

Mathematics Subject Classification ID

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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Cited in

(14)

• Sharp convergence rates for empirical optimal transport with smooth costs
• Tackling algorithmic bias in neural-network classifiers using Wasserstein-2 regularization
• Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology
• Distribution of Distances based Object Matching: Asymptotic Inference
• A unifying approach to distributional limits for empirical optimal transport
• Limit distribution theory for smooth \(p\)-Wasserstein distances
• Minimax confidence intervals for the sliced Wasserstein distance
• Central limit theorems for general transportation costs
• 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
• Statistical inference with regularized optimal transport
• Central limit theorems for empirical transportation cost in general dimension

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