Zobrazeno 1 - 5
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pro vyhledávání: '"Carla Tameling"'
Publikováno v:
SIAM Journal on Mathematics of Data Science. 2:419-443
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the empirical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c44dd38719afd78cf70f1759058e5fdd
https://doi.org/10.1137/19m1278788
https://doi.org/10.1137/19m1278788
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid discrete--continuous
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f381d479288bc10ceaeeef77ad288c80
https://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&origin=inward&scp=85130609473
https://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&origin=inward&scp=85130609473
Autor:
Carla Tameling, Axel Munk
Publikováno v:
DSW
In this paper we discuss some recent limit laws for empirical optimal transport distances from a simulation perspective. On discrete spaces, this requires to solve another optimal transport problem in each simulation step, which reveals simulations o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d71bd5d41d072373105a83feba15d8a3
https://doi.org/10.1109/dsw.2018.8439912
https://doi.org/10.1109/dsw.2018.8439912
Publikováno v:
Ann. Appl. Probab. 29, no. 5 (2019), 2744-2781
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a delta meth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ba8b72f6c8d180ff81d3235655e139d
http://arxiv.org/abs/1707.00973
http://arxiv.org/abs/1707.00973
We consider a class of (ill-posed) optimal control problems in which a distributed vector-valued control is enforced to pointwise take values in a finite set $\mathcal{M}\subset\mathbb{R}^m$. After convex relaxation, one obtains a well-posed optimiza
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f8c12ebbf8a58a73468cd9fa38156fa