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 …
optimal mass transportation. Roughly speaking, they measure the minimal effort required to …
Springer series in statistics
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 …
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …
On wasserstein two-sample testing and related families of nonparametric tests
Nonparametric two-sample or homogeneity testing is a decision theoretic problem that
involves identifying differences between two random variables without making parametric …
involves identifying differences between two random variables without making parametric …
Evaluation of the CMIP6 precipitation simulations over global land
Precipitation's temporal and spatial patterns under climate change significantly impact
global terrestrial ecology and human social activities. Climate models are essential tools for …
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 …
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
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple
and composite null hypotheses involving general multivariate distributions. For group …
and composite null hypotheses involving general multivariate distributions. For group …
Asymptotic properties of Lasso+ mLS and Lasso+ Ridge in sparse high-dimensional linear regression
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 …
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 …
measures supported on countable sets. Our approach is based on sensitivity analysis of …
[HTML][HTML] Limit laws of the empirical Wasserstein distance: Gaussian distributions
We derive central limit theorems for the Wasserstein distance between the empirical
distributions of Gaussian samples. The cases are distinguished whether the underlying laws …
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 …
traffic increments of aggregate TCP-traffic satisfy the hypothesis of approximate normality …