[HTML][HTML] On wasserstein two-sample testing and related families of nonparametric tests

A Ramdas, N García Trillos, M Cuturi - Entropy, 2017‏ - mdpi.com
Nonparametric two-sample or homogeneity testing is a decision theoretic problem that
involves identifying differences between two random variables without making parametric …

Distribution's template estimate with Wasserstein metrics

E Boissard, T Le Gouic, JM Loubes - 2015‏ - projecteuclid.org
In this paper, we tackle the problem of comparing distributions of random variables and
defining a mean pattern between a sample of random events. Using barycenters of …

On robust optimal transport: Computational complexity and barycenter computation

K Le, H Nguyen, QM Nguyen… - Advances in Neural …, 2021‏ - proceedings.neurips.cc
We consider robust variants of the standard optimal transport, named robust optimal
transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show …

[HTML][HTML] Limit laws of the empirical Wasserstein distance: Gaussian distributions

T Rippl, A Munk, A Sturm - Journal of Multivariate Analysis, 2016‏ - Elsevier
We derive central limit theorems for the Wasserstein distance between the empirical
distributions of Gaussian samples. The cases are distinguished whether the underlying laws …

Minimax confidence intervals for the sliced Wasserstein distance

T Manole, S Balakrishnan… - Electronic Journal of …, 2022‏ - projecteuclid.org
Motivated by the growing popularity of variants of the Wasserstein distance in statistics and
machine learning, we study statistical inference for the Sliced Wasserstein distance—an …

Distribution of distances based object matching: Asymptotic inference

CA Weitkamp, K Proksch, C Tameling… - Journal of the American …, 2024‏ - Taylor & Francis
In this article, we aim to provide a statistical theory for object matching based on a lower
bound of the Gromov-Wasserstein distance related to the distribution of (pairwise) distances …

Detecting relevant changes in the mean of nonstationary processes—a mass excess approach

H Dette, W Wu - The Annals of Statistics, 2019‏ - JSTOR
This paper considers the problem of testing if a sequence of means (μt) t= 1,..., n of a
nonstationary time series (Xt) t= 1,..., n is stable in the sense that the difference of the means …

Interpoint distance based two sample tests in high dimension

C Zhu, X Shao - 2021‏ - projecteuclid.org
Interpoint distance based two sample tests in high dimension Page 1 Bernoulli 27(2), 2021,
1189–1211 https://doi.org/10.3150/20-BEJ1270 Interpoint distance based two sample tests in …

Uniqueness and approximate computation of optimal incomplete transportation plans

PC Álvarez-Esteban, E del Barrio… - Annales de l'IHP …, 2011‏ - numdam.org
Uniqueness and approximate computation of optimal incomplete transportation plans Page 1
www.imstat.org/aihp Annales de l’Institut Henri Poincaré - Probabilités et Statistiques 2011 …

On approximate validation of models: a Kolmogorov–Smirnov-based approach

E del Barrio, H Inouzhe, C Matrán - Test, 2020‏ - Springer
Classical tests of fit typically reject a model for large enough real data samples. In contrast,
often in statistical practice, a model offers a good description of the data even though it is not …