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On the sample complexity of entropic optimal transport
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We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for estimating various quantities of interest, including the entropic regression function which is a natural analog to the optimal transport map. As an application, we propose a practical model for transfer learning based on entropic optimal transport and establish parametric rates of convergence for nonparametric regression and classification.
Forward citations
Cited by 3 Pith papers
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Computational and Statistical Guarantees of the \textit{c}-Rectified flow
Iterative c-rectified flow converges to optimal transport under regularity assumptions, and score-based plug-in estimation yields near-optimal transport-map rates.
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Optimal Transport under Group Fairness Constraints
Group-fairness targets are added as constraints to entropic optimal transport, with a modified Sinkhorn algorithm and two relaxations (penalty and cost learning) that come with sample-complexity bounds.
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Distributional Limit Theory for Optimal Transport
A survey of central limit theorems for empirical optimal transport, with a new one-dimensional L1 cost fluctuation CLT and a list of open problems.
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