Related papers: A convergence rate for the entropic JKO scheme
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The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
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Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…
In this paper we prove a convexity property of the relative entropy along entropic interpolations (solutions of the Schr\"odinger problem), and a regularity property of the entropic cost along the heat flow. Then we derive a dimensional EVI…
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…
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This paper deals with the estimation of a probability measure on the real line from data observed with an additive noise. We are interested in rates of convergence for the Wasserstein metric of order $p\geq 1$. The distribution of the…
Adversarially robust optimization (ARO) has emerged as the *de facto* standard for training models that hedge against adversarial attacks in the test stage. While these models are robust against adversarial attacks, they tend to suffer…
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