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COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT

Abstract: 

In this talk we discuss some recent limit laws for empirical optimal transport distances from a simulation perspective. On discrete spaces, this requires to solve another optimal transport problem in each simulation step, which reveals simulations of such limit laws computational demanding. We discuss an approximation strategy to overcome this burden. In particular, we examine empirically an upper bound for such limiting distributions on discrete spaces based on a spanning tree approximation which can be computed explicitly.

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Paper Details

Authors:
Carla Tameling, Axel Munk
Submitted On:
31 May 2018 - 2:52am
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Carla Tameling
Paper Code:
1020
Document Year:
2018
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Presentation Slides Learning Lecture

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[1] Carla Tameling, Axel Munk, "COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/3222. Accessed: Aug. 21, 2018.
@article{3222-18,
url = {http://sigport.org/3222},
author = {Carla Tameling; Axel Munk },
publisher = {IEEE SigPort},
title = {COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT},
year = {2018} }
TY - EJOUR
T1 - COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT
AU - Carla Tameling; Axel Munk
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/3222
ER -
Carla Tameling, Axel Munk. (2018). COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT. IEEE SigPort. http://sigport.org/3222
Carla Tameling, Axel Munk, 2018. COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT. Available at: http://sigport.org/3222.
Carla Tameling, Axel Munk. (2018). "COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT." Web.
1. Carla Tameling, Axel Munk. COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/3222