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We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators.
Über die umkehrung der naturgesetze
Erwin Schrödinger · 1931
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Sur la théorie relativiste de l’électron et l’interprétation de la mécanique quantique
Erwin Schrödinger · 1932
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Probability inequalities for sums of bounded random variables
Wassily Hoeffding · 1963
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A relationship between arbitrary positive matrices and doubly stochastic matrices
Richard Sinkhorn · 1964
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A probabilistic theory of pattern recognition
L. Devroye, L. Györfi, and G. Lugosi · 1996
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Smooth discrimination analysis
E. Mammen and A. B. Tsybakov · 1999
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Cédric Villani · 2003
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Exponential convergence rates in classification
Vladimir Koltchinskii and Olexandra Beznosova · 2005
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Fast learning rates for plug-in classifiers
Jean-Yves Audibert and Alexandre B. Tsybakov · 2007
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Cédric Villani · 2009
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Sinkhorn distances: Lightspeed computation of optimal transport
Marco Cuturi · 2013
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A survey of the Schrödinger problem and some of its connections with optimal transport
Christian Léonard · 2013
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Matthias Erbar, Jan Maas, and Michiel Renger · 2015
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Filippo Santambrogio · 2015
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Justin Solomon, Fernando de Goes, Gabriel Peyré, Marco Cuturi, Adrian Butscher, Andy Nguyen, Tao Du, and Leonidas Guibas · 2015
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Linear convergence of gradient and proximal-gradient methods under the Polyak-Łojasiewicz condition
Hamed Karimi, Julie Nutini, and Mark Schmidt · 2016
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Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration
Jason Altschuler, Jonathan Weed, and Philippe Rigollet · 2017
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Nicolas Courty, Rémi Flamary, Devis Tuia, and Alain Rakotomamonjy · 2017
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Entropic optimal transport is maximum-likelihood deconvolution
Philippe Rigollet and Jonathan Weed · 2018
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Statistical optimal transport via factored couplings
Aden Forrow, Jan-Christian Hütter, Mor Nitzan, Philippe Rigollet, Geoffrey Schiebinger, and Jonathan Weed · 2019
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Sample complexity of Sinkhorn divergences
Aude Genevay, Lénaic Chizat, Francis Bach, Marco Cuturi, and Gabriel Peyré · 2019
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Sinkhorn barycenters with free support via Frank-Wolfe algorithm
Giulia Luise, Saverio Salzo, Massimiliano Pontil, and Carlo Ciliberto · 2019
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Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem
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Stephan Eckstein and Marcel Nutz · 2021
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Marcel Nutz and Johannes Wiesel · 2021
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Aram-Alexandre Pooladian and Jonathan Niles-Weed · 2021
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An optimal transport approach to causal inference
William Torous, Florian Gunsilius, and Philippe Rigollet · 2021
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Adrien Vacher, Boris Muzellec, Alessandro Rudi, Francis Bach, and Francois-Xavier Vialard · 2021
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Asymptotics for semidiscrete entropic optimal transport
Jason M Altschuler, Jonathan Niles-Weed, and Austin J Stromme · 2022
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