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COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT

Citation Author(s):
Carla Tameling, Axel Munk
Submitted by:
Carla Tameling
Last updated:
31 May 2018 - 2:52am
Document Type:
Presentation Slides
Document Year:
2018
Event:
Presenters:
Carla Tameling
Paper Code:
1020
 

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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