Documents
Presentation Slides
Presentation Slides
COMPUTATIONAL STRATEGIES FOR STATISTICAL INFERENCE BASED ON EMPIRICAL OPTIMAL TRANSPORT
- Citation Author(s):
- 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
- Categories:
- Keywords:
- Log in to post comments
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.