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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 457, Pages 226–264 (Mi znsl6444)  

This article is cited in 19 scientific papers (total in 19 papers)

On optimal matching of Gaussian samples

M. Ledouxab

a Institute de Mathématique de Toulouse, Université de Toulouse–Paul-Sabatier, F-31062 Toulouse, France
b Institut Universitaire de France, Paris
References:
Abstract: Let $X_1,\dots,X_n$ be independent random variables with common distribution the standard Gaussian measure $\mu$ on $\mathbb R^2$, and let $\mu_n=\frac1n\sum_{i=1}^n\delta_{X_i}$ be the associated empirical measure. We show that, for some numerical constant $C>0$,
$$ \frac1C\frac{\log n}n\leq\mathbb E(\mathrm W_2^2(\mu_n,\mu))\leq C\frac{(\log n)^2}n $$
where $\mathrm W_2$ is the quadratic Kantorovich metric, and conjecture that the left-hand side provides the correct order. The proof is based on the recent PDE and mass transportation approach developed by L. Ambrosio, F. Stra and D. Trevisan.
Key words and phrases: optimal matching, Ajtai–Komlós–Tusnády theorem, optimal transport, heat kernel, Gaussian sample.
Received: 20.09.2017
English version:
Journal of Mathematical Sciences (New York), 2019, Volume 238, Issue 4, Pages 495–522
DOI: https://doi.org/10.1007/s10958-019-04253-6
Document Type: Article
UDC: 519.2
Language: English
Citation: M. Ledoux, “On optimal matching of Gaussian samples”, Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, POMI, St. Petersburg, 2017, 226–264; J. Math. Sci. (N. Y.), 238:4 (2019), 495–522
Citation in format AMSBIB
\Bibitem{Led17}
\by M.~Ledoux
\paper On optimal matching of Gaussian samples
\inbook Probability and statistics. Part~25
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 457
\pages 226--264
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6444}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2019
\vol 238
\issue 4
\pages 495--522
\crossref{https://doi.org/10.1007/s10958-019-04253-6}
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  • https://www.mathnet.ru/eng/znsl/v457/p226
  • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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