no code implementations • 21 Jul 2023 • Eloi Tanguy
Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures.
no code implementations • 19 Jul 2023 • Eloi Tanguy, Rémi Flamary, Julie Delon
We investigate the regularity and optimisation properties of this energy, as well as its Monte-Carlo approximation $\mathcal{E}_p$ (estimating the expectation in SW using only $p$ samples) and show convergence results on the critical points of $\mathcal{E}_p$ to those of $\mathcal{E}$, as well as an almost-sure uniform convergence and a uniform Central Limit result on the process $\mathcal{E}_p(Y)$.