Thus far, the statistical questions we have investigated center around the estimation of optimal transport distances (and their variants), but the gamut of diverse applications of optimal transport (to name but a few: data fusion [93] adaptation/transfer learning [94], and computational biology [58, 283]), it is the optimal transport map which is the object of primary interest. In this chapter, we address the question of estimating this map on the basis of finitely many samples.

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Estimation of Transport Maps

  • Sinho Chewi,
  • Jonathan Niles-Weed,
  • Philippe Rigollet

摘要

Thus far, the statistical questions we have investigated center around the estimation of optimal transport distances (and their variants), but the gamut of diverse applications of optimal transport (to name but a few: data fusion [93] adaptation/transfer learning [94], and computational biology [58, 283]), it is the optimal transport map which is the object of primary interest. In this chapter, we address the question of estimating this map on the basis of finitely many samples.