On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective (Q2684687)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective |
scientific article |
Statements
On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective (English)
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16 February 2023
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change of variable
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geodesic
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Kullback-Leibler divergence
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optimal transportation map
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Wasserstein distance
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