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Results tagged with it.information-theory
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user 100163
Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.
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Wasserstein compactness of sublevel sets of relative entropy
Let $\mathcal{P}({\mathbb{R}^d})$ denote the set of Borel probability measures on $\mathbb{R}^d$, and let $\pi \in \mathcal{P} (\mathbb{R}^d)$. It is known that the sets $\{ \mu \in \mathcal{P}(\mathb …
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Are there any results on concentration bounds of Wasserstein distances between empirical mea...
Yes, it turns out you can do better than the triangle inequality in this case. See section 3.1 of "Faster Wasserstein Distance Estimation with the Sinkhorn Divergence".
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