Aryeh Kontorovich

Senior Academic

An explicit bound on the transportation cost distance

We give what appears to be the first explicit, easily computable bound on the transportation cost distance with respect to the weighted Hamming metric. The bound follows from Kantorovich duality and a novel inequality, which amounts to bounding the maximal value of certain linear programs and may be of independent interest. We give two application to concentration of measure for dependent processes and pose some open problems and directions for future work.

Publication language English
Pages 1-14
Journal Communications in Mathematical Analysis
Volume 14
Issue number 1
Publication status Published - 01.07.2013

Keywords

Concentration of measure
Linear program
Optimal transport

ASJC Scopus subject areas

Analysis
Numerical Analysis
Computational Mathematics
Applied Mathematics
Other files and links
Link to publication in Scopus