Max-sliced Wasserstein distances

Series
Stochastics Seminar
Time
Thursday, April 25, 2024 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
March Boedihardjo – Michigan State University – boedihar@msu.eduhttps://apps.math.msu.edu/PageSpace/pb/boedihardjo
Organizer
Mayya Zhilova

I will give essentially matching upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from n samples. A version of this result for Banach spaces will also be presented. From this, we will derive an upper bound for the expected max-sliced 2-Wasserstein distance between a symmetric probability measure on a Euclidean space and its symmetrized empirical distribution.