Event Date
Speaker: Thomas Staudt, University of Göttingen, Germany
Title: “Empirical Optimal Transport - Convergence and Limit Laws”
Abstract: This talk will summarize a number of recent findings regarding the rate of convergence of the empirical optimal transport cost to its population counterpart. It discusses the roles that (a) the regularity properties of the ground cost function, (b) the intrinsic dimensionality of the involved population measures, and (c) their tail behavior (i.e., moment conditions) each play in governing the actual convergence rate. If time permits, I will also present a brief overview over limit laws of empirical optimal transport, with a special focus on the question when these limits are Gaussian.
Seminar Date/Time: Thursday, August 15, 1:00pm
Location: MSB 1147 (Colloquium Room)