Stability of Wasserstein projections in convex order via metric extrapolation

Fuente: arXiv
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Hauptverfasser: Kim, Jakwang, Kim, Young-Heon, Natale, Andrea
Format: Preprint
Veröffentlicht: 2025
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author Kim, Jakwang
Kim, Young-Heon
Natale, Andrea
author_facet Kim, Jakwang
Kim, Young-Heon
Natale, Andrea
contents We build on recent work linking backward and forward W2-projections in convex order with the recently introduced metric extrapolation problem to derive new quantitative stability estimates for both problems.
format Preprint
id arxiv_https___arxiv_org_abs_2507_19221
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Stability of Wasserstein projections in convex order via metric extrapolation
Kim, Jakwang
Kim, Young-Heon
Natale, Andrea
Optimization and Control
Probability
We build on recent work linking backward and forward W2-projections in convex order with the recently introduced metric extrapolation problem to derive new quantitative stability estimates for both problems.
title Stability of Wasserstein projections in convex order via metric extrapolation
topic Optimization and Control
Probability
url https://arxiv.org/abs/2507.19221