The empirical cost of optimal incomplete transportation

Citation
Del Barrio, Eustasio et Matrán, Carlos, The empirical cost of optimal incomplete transportation, Annals of probability , 41(5), 2013, pp. 3140-3156
Journal title
ISSN journal
00911798
Volume
41
Issue
5
Year of publication
2013
Pages
3140 - 3156
Database
ACNP
SICI code
Abstract
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 OP(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.