[PDF] Top 20 Large Deviations for a matching problem related to the ∞ -Wasserstein distance
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Large Deviations for a matching problem related to the ∞ -Wasserstein distance
... leads to the announced inequality by taking ε → 0. 3. Let a, b ∈ S(µ) be such that a ↔ ...↔ for every n ≥ 2 and every ¯ α ∈ Rn(a, b) we have d(a, b) ≤ ...if a ↔ b ... Voir le document complet
32
On a Wasserstein-type distance between solutions to stochastic differential equations
... impossible. To overcome this diffi- culty we here introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic ... Voir le document complet
30
On a Wasserstein-type distance between solutions to stochastic differential equations
... impossible. To overcome this diffi- culty we here introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic ... Voir le document complet
30
Approximation of Wasserstein distance with Transshipment
... Transshipment The p−Wasserstein barycenter, as introduced in [1], can be used to approximate the p−Wasserstein distance between measures involving a large number n ... Voir le document complet
15
A Law of Large Numbers and Large Deviations for interacting diffusions on Erdős-Rényi graphs
... [20] the case of sparse graphs is considered: for ER graphs the condition is lim n p n √ n = ...of the papers we cite, notably [8, 4, 17, 6, 20], another source of randomness is allowed: ... Voir le document complet
17
Large deviations for Branching Processes in Random Environment
... 23]. A good picture to keep in mind when thinking of a BPRE is the following : consider a population of plants which have a one year life-cycle (so generations are discrete and ... Voir le document complet
29
Stein's method on the second Wiener chaos : 2-Wasserstein distance
... above, the fact that we bound the Wasserstein-2 distance is not anecdotal : this distance (which is useful in many important settings, see [30]) does not bear a dual ... Voir le document complet
29
Large deviations for a class of Markov processes modelling communication networks
... Unité de recherche INRIA Rocquencourt Domaine de Voluceau - Rocquencourt - BP 105 - 78153 Le Chesnay Cedex France Unité de recherche INRIA Lorraine : LORIA, Technopôle de Nancy-Brabois -[r] ... Voir le document complet
46
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
... as a direct consequence of our main result stated below. At the level of large deviations, the LDP for the largest eigenvalue of the GOE with a scale N was ... Voir le document complet
30
Large deviations of a tracer in the symmetric exclusion process
... like to relate our derivation to the macroscopic fluctuation theory (MFT) [21, 29], one of the most promising approaches to study systems far from ...equilibrium. The MFT is ... Voir le document complet
11
A Wasserstein-type distance in the space of Gaussian Mixture Models
... yields a formula that is the same as the one in the Gaussian case (Equation ( ...such a family, the identifiability property can be checked, using the asymptotic behavior ... Voir le document complet
36
LARGE DEVIATIONS FOR THE LARGEST EIGENVALUE OF SUB-GAUSSIAN MATRICES
... Understanding the large deviation behavior of the largest eigenvalue of a random matrix is a challenging question, with many applications in statistics and mobile communications ... Voir le document complet
55
Donsker's theorem in {Wasserstein}-1 distance
... order to benefit from the averaging effect of the ordinary ...that the optimal ratio is obtained when the mesh of the coarser subdivision is roughly the cubic root of ... Voir le document complet
15
Sum rules and large deviations for spectral measures on the unit circle
... N, a normalized matrix measure Σ of size p × p on T is a matrix of signed complex mea- sures, such that for any Borel set A ⊂ T, Σ(A) = (Σ i,j (A)) is Hermitian, non-negative ... Voir le document complet
51
A bound on the 2-Wasserstein distance between linear combinations of independent random variables
... from the variance-gamma case discussed in [12, 9], there are several other recent references where versions of ...proposed for complicated probability distributions such as the Kummer-U distribution ... Voir le document complet
31
Régression quantile extrême : une approche par couplage et distance de Wasserstein.
... • Notre estimateur plug-in des quantiles a été étudié uniquement dans le cas où le seuil est déterministe, cependant il est plus classique de considérer Y n−k:k . Il serait donc bienvenu d’étudier notre estimateur ... Voir le document complet
149
Density large deviations for multidimensional stochastic hyperbolic conservation laws
... Then, in Section 3, we derive our main results: i a quite formal lower bound for the probability of observing a generic weak solution in terms of the entropy production in Section 3.1; i[r] ... Voir le document complet
27
Subgeometric rates of convergence in Wasserstein distance for Markov chains
... in Wasserstein distance for Markov chains Alain Durmus ∗ , Gersende Fort † , and ´ Eric Moulines ‡ ∗ † ‡ LTCI, Telecom ParisTech & CNRS, 46 rue Barrault, 75634 Paris Cedex 13, France Abstract: In ... Voir le document complet
25
A numerical solution to Monge's problem with a Finsler distance as cost
... is the evaluation of the cost, and we shall see how to avoid computing ...formulations for which one can easily use an augmented Lagrangian method. The use of augmented Lagrangian ... Voir le document complet
31
Large deviations for the largest eigenvalue of the sum of two random matrices
... Understanding the spectrum of the sum A + B of two Hermitian matrices know- ing the spectra of A and B respectively is a classical and difficult ...Since the pioneering ... Voir le document complet
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