Statistical aspects of Wasserstein distances

VM Panaretos, Y Zemel - Annual review of statistics and its …, 2019 - annualreviews.org
Wasserstein distances are metrics on probability distributions inspired by the problem of
optimal mass transportation. Roughly speaking, they measure the minimal effort required to …

Springer series in statistics

P Bickel, P Diggle, S Fienberg, U Gather, I Olkin… - Principles and Theory …, 2009 - Springer
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

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 …

Evaluation of the CMIP6 precipitation simulations over global land

Z Li, T Liu, Y Huang, J Peng, Y Ling - Earth's Future, 2022 - Wiley Online Library
Precipitation's temporal and spatial patterns under climate change significantly impact
global terrestrial ecology and human social activities. Climate models are essential tools for …

[BOOK][B] Comparing distributions

O Thas - 2010 - Springer
This book is mainly about goodness-of-fit testing, particularly about tests for the one-and the
two-and K-sample problems. In the one-sample problem we need to test the hypothesis that …

Multivariate goodness-of-fit tests based on Wasserstein distance

M Hallin, G Mordant, J Segers - 2021 - projecteuclid.org
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple
and composite null hypotheses involving general multivariate distributions. For group …

Asymptotic properties of Lasso+ mLS and Lasso+ Ridge in sparse high-dimensional linear regression

H Liu, B Yu - 2013 - projecteuclid.org
We study the asymptotic properties of Lasso+ mLS and Lasso+ Ridge under the sparse high-
dimensional linear regression model: Lasso selecting predictors and then modified Least …

Empirical optimal transport on countable metric spaces: Distributional limits and statistical applications

C Tameling, M Sommerfeld, A Munk - 2019 - projecteuclid.org
We derive distributional limits for empirical transport distances between probability
measures supported on countable sets. Our approach is based on sensitivity analysis of …

[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 …

Testing the Gaussian approximation of aggregate traffic

J Kilpi, I Norros - Proceedings of the 2nd ACM SIGCOMM Workshop on …, 2002 - dl.acm.org
We search for methods or tools to detect whether the 1-dimensional marginal distribution of
traffic increments of aggregate TCP-traffic satisfy the hypothesis of approximate normality …