Limitations of the Wasserstein MDE for univariate data

DOI10.1007/S11222-022-10146-7MaRDI QIDQ2103964zbMATH OpenOpenAlexFDO

Authors Yannis G. Yatracos

Publication date 9 December 2022

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11222-022-10146-7

zbMATH Keywords

biasblack-box modelcoarsened posteriordata scienceintractable modelKolmogorov distanceminimum distance estimate (MDE)model with heavy tailsrate of convergence of estimaterelative efficiencyrobustnesssamplerWasserstein distance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites work

• Approximate Bayesian Computation with the Wasserstein Distance
• Asymptotic Properties and Robustness of Minimum Dissimilarity Estimators of Location-scale Parameters
• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• scientific article; zbMATH DE number 3429908 (Why is no real title available?)
• Inference for empirical Wasserstein distances on finite spaces
• Measures on non-separable metric spaces
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• On minimum Kantorovich distance estimators
• On parameter estimation with the Wasserstein distance
• On the empirical estimation of integral probability metrics
• Optimal Transport
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
• The Levy-Lindeberg Central Limit Theorem in Orlicz Spaces L φ
• The Minimum Distance Method
• The minimum distance method of testing
• The Speed of Mean Glivenko-Cantelli Convergence
• The transportation cost from the uniform measure to the empirical measure in dimension \(\geq 3\)
• Univariate stable distributions. Models for heavy tailed data
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces

Cited in

(5)

• On parameter estimation with the Wasserstein distance
• EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines
• Information geometry of Wasserstein statistics on shapes and affine deformations
• Robustness aspects of optimal transport
• Inference via robust optimal transportation: theory and methods

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