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• W4384927756 abstract "We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal transport between measures which are not necessarily discrete. In the compactly supported case, we complement these results with new, faster, convergence rates for the expected entropic transportation cost between empirical measures. Our proof is based on strengthening convergence results for dual solutions to the entropic optimal transport problem." @default.
• W4384927756 created "2023-07-22" @default.
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• W4384927756 date "2023-07-21" @default.
• W4384927756 modified "2023-10-18" @default.
• W4384927756 title "An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs" @default.
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• W4384927756 doi "https://doi.org/10.1137/22m149260x" @default.
• W4384927756 hasPublicationYear "2023" @default.
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