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05/29/2023
On concentration of the empirical measure for general transport costs
Let μ be a probability measure on ℝ^d and μ_N its empirical measure with...
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11/14/2022
On the generalization error of norm penalty linear regression models
We study linear regression problems inf_β∈ℝ^d(𝔼_ℙ_n[|Y - 𝐗^⊤β|^r])^1/r +...
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01/31/2021
Measuring association with Wasserstein distances
Let π∈Π(μ,ν) be a coupling between two probability measures μ and ν on a...
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06/22/2020
Robust uncertainty sensitivity analysis
We consider sensitivity of a generic stochastic optimization problem to ...
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02/17/2020
Estimating processes in adapted Wasserstein distance
A number of researchers have independently introduced topologies on the ...
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07/03/2019
Bounding quantiles of Wasserstein distance between true and empirical measure
Consider the empirical measure, P̂_N, associated to N i.i.d. samples of ...
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07/11/2018