THE EMPIRICAL COST OF OPTIMAL INCOMPLETE TRANSPORTATION

成果类型:
Article
署名作者:
del Barrio, Eustasio; Matran, Carlos
署名单位:
Universidad de Valladolid
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/12-AOP812
发表日期:
2013
页码:
3140-3156
关键词:
摘要:
We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube [0, 1](d) and the true measure. This is a family of problems lying in between classical optimal transportation and nearest neighbor problems. We show that the empirical cost of optimal incomplete transportation vanishes at rate O-P(n(-1/d)), where n denotes the sample size. In dimension d >= 3 the rate is the same as in classical optimal transportation, but in low dimension it is (much) higher than the classical rate.