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
compound Poisson; Bayesian nonparametrics; Wasserstein distance; dependence; independent increments; Lévy copula; completely random measures; completely random vectors
62G05: Nonparametric estimation
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60G57: Random measures
60G09: Exchangeability for stochastic processes
Uses Software