Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
DOI10.1214/21-AOS2065zbMATH Open1486.62081OpenAlexW3208254516MaRDI QIDQ2054539FDOQ2054539
Authors: Marta Catalano, A. Lijoi, I. Prünster 
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
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compound PoissonBayesian nonparametricsdependenceWasserstein distanceindependent incrementscompletely random measurescompletely random vectorsLévy copula
Bayesian inference (62F15) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random measures (60G57) Exchangeability for stochastic processes (60G09)
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Cited In (9)
- Wasserstein distance to independence models
- Bayesian modeling via discrete nonparametric priors
- Title not available (Why is that?)
- The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions
- A note on the dependence structure of hierarchical completely random measures
- A Wasserstein Index of Dependence for Random Measures
- A unified approach to hierarchical random measures
- Approximate Bayesian Computation with the Wasserstein Distance
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
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