no code implementations • 26 Jan 2023 • Aram-Alexandre Pooladian, Vincent Divol, Jonathan Niles-Weed
We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i. i. d.
no code implementations • 7 Dec 2022 • Vincent Divol, Jonathan Niles-Weed, Aram-Alexandre Pooladian
To ensure identifiability, we assume that $T = \nabla \varphi_0$ is the gradient of a convex function, in which case $T$ is known as an \emph{optimal transport map}.
no code implementations • 11 May 2021 • Vincent Divol, Théo Lacombe
To overcome this issue, we propose an algorithm to compute a quantization of the empirical EPD, a measure with small support which is shown to approximate with near-optimal rates a quantization of the theoretical EPD.
no code implementations • 20 Jan 2021 • Vincent Divol
We provide a short proof that the Wasserstein distance between the empirical measure of a n-sample and the estimated measure is of order n^-(1/d), if the measure has a lower and upper bounded density on the d-dimensional flat torus.
Statistics Theory Statistics Theory