The distance between two random vectors wigh given dispersion matrices
From MaRDI portal
Publication:595260
DOI10.1016/0024-3795(82)90112-4zbMath0527.60015OpenAlexW2070316439WikidataQ59447847 ScholiaQ59447847MaRDI QIDQ595260
Friedrich Pukelsheim, Ingram Olkin
Publication date: 1982
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(82)90112-4
Related Items (61)
Matching in closed-form: equilibrium, identification, and comparative statics ⋮ Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings ⋮ Transport Map Accelerated Markov Chain Monte Carlo ⋮ Limit laws of the empirical Wasserstein distance: Gaussian distributions ⋮ Entropy-regularized 2-Wasserstein distance between Gaussian measures ⋮ A convexity principle for interacting gases ⋮ Minimization for conditional simulation: relationship to optimal transport ⋮ Perturbations and projections of Kalman-Bucy semigroups ⋮ Divergences on symmetric cones and medians ⋮ Parseval's identity and optimal transport maps ⋮ Minimum-correction second-moment matching: theory, algorithms and applications ⋮ The Wasserstein distance and approximation theorems ⋮ The geometry of mixed-Euclidean metrics on symmetric positive definite matrices ⋮ Optimal shrinkage of eigenvalues in the spiked covariance model ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Unnamed Item ⋮ Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks ⋮ Predictive density estimation under the Wasserstein loss ⋮ On the use of \(L\)-functionals in regression models ⋮ An optimal-transport finite-particle method for mass diffusion ⋮ Safety-constrained reinforcement learning with a distributional safety critic ⋮ A stochastic particle system approximating the BGK equation ⋮ Second-order Accurate Ensemble Transform Particle Filters ⋮ Divide-and-conquer Bayesian inference in hidden Markov models ⋮ Theoretical Guarantees for the Statistical Finite Element Method ⋮ Measuring linear correlation between random vectors ⋮ Similarity measures for interval-valued fuzzy sets based on average embeddings and its application to hierarchical clustering ⋮ Small scale CLTs for the nodal length of monochromatic waves ⋮ Wasserstein Riemannian geometry of Gaussian densities ⋮ A Schur analysis approach to minimum distance problems ⋮ Gradient projection methods for the $n$-coupling problem ⋮ Elements of Statistical Inference in 2-Wasserstein Space ⋮ Wasserstein geometry of Gaussian measures ⋮ Wasserstein Riemannian Geometry on Statistical Manifold ⋮ On Hoeffding-Fréchet bounds and cyclic monotone relations ⋮ Fréchet means and Procrustes analysis in Wasserstein space ⋮ Demand forecasting of individual probability density functions with machine learning ⋮ Wasserstein barycenters of compactly supported measures ⋮ Statistical inference for Bures-Wasserstein barycenters ⋮ On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space ⋮ On the \(n\)-coupling problem ⋮ A characterization for the solution of the Monge--Kantorovich mass transference problem ⋮ On minimum Kantorovich distance estimators ⋮ Particle approximation of the BGK equation ⋮ Strong convexity of sandwiched entropies and related optimization problems ⋮ Choosing joint distributions so that the variance of the sum is small ⋮ Linear Models Based on Noisy Data and the Frisch Scheme ⋮ A characterization of random variables with minimum \(L^ 2\)-distance ⋮ Procrustes metrics on covariance operators and optimal transportation of Gaussian processes ⋮ Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics ⋮ On the Bures-Wasserstein distance between positive definite matrices ⋮ A minimization problem for probabilistic frames ⋮ Measuring dependence between random vectors via optimal transport ⋮ Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences ⋮ A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems ⋮ Extremal problems on the set of nonnegative definite matrices ⋮ Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes ⋮ Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset ⋮ General construction and classes of explicit \(L^1\)-optimal couplings ⋮ On a generalization of cyclic monotonicity and distances among random vectors
Cites Work
This page was built for publication: The distance between two random vectors wigh given dispersion matrices