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arxiv: 1310.0924 · v1 · pith:HKHWVHK7new · submitted 2013-10-03 · 🧮 math.PR

The empirical cost of optimal incomplete transportation

classification 🧮 math.PR
keywords optimaltransportationclassicalempiricalincompleteratecostdimension
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We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube $[0,1]^d$ and the true measure. This is a family of problems lying in between classical optimal transportation and nearest neighbor problems. We show that the empirical cost of optimal incomplete transportation vanishes at rate $O_P(n^{-1/d})$, where n denotes the sample size. In dimension $d\geq3$ the rate is the same as in classical optimal transportation, but in low dimension it is (much) higher than the classical rate.

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