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Alex Delalande

2 accepted papers

2020

Quantitative stability of optimal transport maps and linearization of the 2-Wasserstein space

AISTATS 2020poster

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space and is shown to be bi-Hölder continuous. It enables the direct…