Related papers: On optimal matching of Gaussian samples III

We consider the general performance of the difference-in-means estimator in an equally-allocated two-arm randomized experiment under common experimental endpoints such as continuous (regression), incidence, proportion, count and uncensored…

This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

The classic problems of testing uniformity of and learning a discrete distribution, given access to independent samples from it, are examined under general $\ell_p$ metrics. The intuitions and results often contrast with the classic…

We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle…

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

We show that for some constant $\kappa>0$, any centered $\kappa$-subgaussian random variable is equal to the sum of three standard Gaussian random variables, confirming a conjecture of M. Talagrand. We also prove that given $\Lambda\geq 1$,…

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

Kifer, Peres and Weiss showed that the Bernoulli measures for the Gauss map $T(x)= \frac{1}{x} \mod 1$ satisfy a `dimension gap' meaning that for some $c>0$, $\sup_{\mathbf{p}} \dim \mu_{\mathbf{p}} <1-c$, where $\mu_{\mathbf{p}}$ denotes…

This paper derives non-asymptotic error bounds for nonlinear stochastic approximation algorithms in the Wasserstein-$p$ distance. To obtain explicit finite-sample guarantees for the last iterate, we develop a coupling argument that compares…

We derive quantitative stability results for Minkowski bodies, as well as their counterparts, the $L_p$-Minkowski bodies in the range $1 \le p \neq n$. We prove that, for every pair of probability measures $\mu,\nu$ satisfying a…

We consider Kac's random walk on $n$-dimensional rotation matrices, where each step is a random rotation in the plane generated by two randomly picked coordinates. We show that this process converges to the Haar measure on $\mathit{SO}(n)$…

The paper studies the sampling discretization problem for integral norms on subspaces of $L^p(\mu)$. Several close to optimal results are obtained on subspaces for which certain Nikolskii-type inequality is valid. The problem of norms…

Sets of invariant measures are considered for continuous maps of a metric compact set. We take Kantorovich metric to calculate distance between measures and Hausdorff metrics to calculate distance between compact sets. Consider the function…

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…

We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…

In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…

We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy,…

We study the distribution of the {\it matrix product} $G_1 G_2 \cdots G_r$ of $r$ independent Gaussian matrices of various sizes, where $G_i$ is $d_{i-1} \times d_i$, and we denote $p = d_0$, $q = d_r$, and require $d_1 = d_{r-1}$. Here the…