Timeline for Are there any results on concentration bounds of Wasserstein distances between empirical measures?
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Nov 5, 2022 at 8:18 | history | edited | Martin Sleziak |
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Oct 6, 2022 at 7:18 | history | edited | YCor |
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Apr 14, 2021 at 2:00 | answer | added | pseudocydonia | timeline score: 1 | |
Feb 21, 2021 at 20:23 | comment | added | Kashif | Yeah that’s what I had so far. Just wondered if there were any tighter ones. | |
Feb 21, 2021 at 15:17 | comment | added | Will Sawin | You can use the triangle inequality to relate $W ( \mu, \hat{\mu}), W(\nu, \hat{\nu}), W(\mu, \nu)$, and $W( \hat{\mu}, \hat{\nu})$. This should give a bound, if maybe not an optimal one. | |
Feb 21, 2021 at 15:15 | comment | added | Kashif | Right—what I’m thinking of is a concentration bound on the Wasserstein between two empiricals. | |
Feb 21, 2021 at 14:53 | comment | added | Anthony Quas | Wouldn’t you expect the empirical bound to be dominated by the limit? What happens around that is just noise. | |
Feb 21, 2021 at 14:46 | history | asked | Kashif | CC BY-SA 4.0 |