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2 votes
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Construct a Bregman divergence from Wasserstein distance

I was wondering whether one has studied the Bregman divergence arising from a squared Wasserstein distance. More precisely, let $\Omega\subset \mathbb{R}^d$ be a compact set and $c\in \Omega\times \...
John's user avatar
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1 vote
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81 views

Empirical estimation of $\inf_{\gamma \in \Pi(\mu,\nu)}\gamma(\Omega)$, given i.i.d samples from $\mu$ and $\nu$

Let $\mathcal X$ be a Polish space and $\Omega \subseteq \mathcal X^2$ be open. Let $\mu$ and $\nu$ be probability measures, and consider the quantity $c_\Omega(\mu,\nu)$ defined by $$ c_\Omega(\mu,\...
dohmatob's user avatar
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95 views

Empirical estimation of Brenier map from data

Let $f:\mathbb R^d \to \mathbb R$ be a "nice" (say, continuous) function define $A = A_f := \{x \in \mathbb R^d \mid f(x) \ge 0\}$ and $B =B_f:= \{x \in \mathbb R^d \mid f(x) \le 0\}$, and ...
dohmatob's user avatar
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103 views

Expectation of maximal Wasserstein distance between empirical distribution and a pdf

Let $P$ be a continuous probability distribution on $R^d$, $X$ the random variable $\sim P$, and $ \hat{X}$ be n i.i.d samples drawn according to $P$. We have another variable $\mu \in S^{d-1}$. Do ...
Will Cai's user avatar
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