Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces
DOI10.1214/23-aap1995arXiv2105.00049OpenAlexW4391483290MaRDI QIDQ6126806
Marcel Klatt, Axel Munk, Shayan Hundrieser
Publication date: 10 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.00049
bootstrapsensitivity analysiscentral limit theoremoptimal transportcountable spacesentropy regularization
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Sensitivity, stability, parametric optimization (90C31) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Optimal transportation (49Q22)
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