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Quentin BERTHET (University of Cambridge) – “Estimation of smooth densities in Wasserstein distance”
December 10, 2:00 pm - 3:15 pm
The Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 10th of December 2018
Place: Room 3001.
Quentin BERTHET (University of Cambridge) – “Estimation of smooth densities in Wasserstein distance“
We describe the optimal rates of density estimation in Wasserstein distance, for different notions of smoothness. This is motivated by the growing use of these distances in various applications, and we also analyze the algorithmic aspects of this problem.
joint work with J. Weed, MIT.
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM