Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance

DOI10.1007/s10463-022-00837-3OpenAlexW3202602888MaRDI QIDQ2679231

Vo Nguyen Le Duy, Ichiro Takeuchi

Publication date: 19 January 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.14206

zbMATH Keywords

confidence intervalWasserstein distanceoptimal transportuncertainty quantificationselective inference

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• outference
• Wasserstein GAN

Cites Work

• Exact post-selection inference, with application to the Lasso
• Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
• Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions
• Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
• Valid Inference Corrected for Outlier Removal
• The Phylogenetic Kantorovich–Rubinstein Metric for Environmental Sequence Samples
• Hypothesis Test and Confidence Analysis With Wasserstein Distance on General Dimension
• Optimal Transport
• Unnamed Item

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