Measuring dependence in the Wasserstein distance for Bayesian nonparametric models

DOI10.1214/21-AOS2065zbMath1486.62081MaRDI QIDQ2054539

Marta Catalano, Igor Prünster, Antonio Lijoi

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-5/Measuring-dependence-in-the-Wasserstein-distance-for-Bayesian-nonparametric-models/10.1214/21-AOS2065.full

zbMATH Keywords

compound Poisson; Bayesian nonparametrics; Wasserstein distance; dependence; independent increments; Lévy copula; completely random measures; completely random vectors

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60G57: Random measures

60G09: Exchangeability for stochastic processes

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Unnamed Item, The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions, Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics

Uses Software

• POT

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