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4
votes
2
answers
219
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Are there alternative regularizations for optimal transport problems besides entropic regula...
I see that most of the regularization done involves an entropy term.
Has there been any work done on other regularization methods? In particular, I'm wondering if anyone has done a regularization invo …
0
votes
0
answers
68
views
Optimal transport mapping between sets with a common subset
What would the optimal transport mapping between two sets with a common subset be? The problem I'm thinking about is the following:
I'm in $\mathbb{C}^n$ and I have two distributions $\mu$ and $\nu$ l …
1
vote
0
answers
111
views
Statistical analysis of optimization solution involving Brenier potentials?
I'm reading the paper https://arxiv.org/pdf/1905.10812.pdf where strongly convex approximations to Brenier potentials are approximated.
Let $\mathcal{E}$ be a partition of $\mathbb{R}^{d}$ and $ 0\leq …
2
votes
1
answer
223
views
Ideas on how to prove Pythagorean identity involving Wasserstein distances?
I conjectured earlier that if $P$ and $Q$ were two probability measures, then we could show
$$W^2(P,Q) = \min_{T} [d^2(P,T_{\#}P) + W^2(T_{\#}P,Q)]$$ where $W^2(P,Q)$ denotes the squared Wasserstein-2 …
3
votes
1
answer
371
views
Are there any results on concentration bounds of Wasserstein distances between empirical mea...
I know there are concentration bounds on $W(\mu,\hat{\mu})$ where $\mu$ and $\hat{\mu}$ are true and empirical distributions respectively, but is there anything out there on $W(\mu,\nu)$ versus $W(\ha …