Eustasio del Barrio, Universidad de Valladolid

April 26, 2019

14:30 - 15:30


ISBA - C115 (Seminar Room Bernoulli)

Statistics Seminars
Eustasio del Barrio, Universidad de Valladolid, Spain
"Central Limit Theorems for Empirical Transportation Cost in General Dimension"


We consider the problem of optimal transportation with quadraticcost between a empirical measure and a general target probability on $R^d$, with
$d \geq 1$. We provide new results on the uniqueness and stability of the associated optimal transportation potentials, namely,the minimizers in the dual formulation of the optimal transportation problem. As a consequence, we show that a CLT holds for the empirical transportation cost under mild moment and smoothness requirements. The limiting distributions are Gaussian and admit a simple description in terms of the optimal transportation potentials.



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