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Results tagged with wasserstein-distance
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user 100163
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Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
It is known that the sublevel sets of the relative entropy are tight when the reference measure is finite, and in fact are also compact in the topology of setwise convergence (which is stronger than t …
- 660
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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".
- 660