Estimation of Wasserstein distances in the Spiked Transport Model-Reference-Cited by-同舟云学术

Estimation of Wasserstein distances in the Spiked Transport Model

Published:2022-11-01 Issue:4 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Niles-Weed Jonathan¹,Rigollet Philippe²

Affiliation:

1. Courant Institute of Mathematical Sciences & Center for Data Science, New York University, 251 Mercer Street, New York, NY 10012-1185, USA

2. Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139-4307, USA

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference100 articles.

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2. Ledoux, M. (2001). The Concentration of Measure Phenomenon. Mathematical Surveys and Monographs 89. Providence, RI: Amer. Math. Soc. 10.1090/surv/089

3. Bobkov, S. and Ledoux, M. (2019). One-dimensional empirical measures, order statistics, and Kantorovich transport distances. Mem. Amer. Math. Soc. 261 v+126. 10.1090/memo/1259

4. Berthet, Q. and Rigollet, P. (2013). Optimal detection of sparse principal components in high dimension. Ann. Statist. 41 1780–1815. 10.1214/13-AOS1127

5. Cai, T., Ma, Z. and Wu, Y. (2015). Optimal estimation and rank detection for sparse spiked covariance matrices. Probab. Theory Related Fields 161 781–815. 10.1007/s00440-014-0562-z

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