Zobrazeno 1 - 10
of 300
pro vyhledávání: '"Del Barrio E"'
In order to adapt the Wasserstein distance to the large sample multivariate non-parametric two-sample problem, making its application computationally feasible, permutation tests based on the Sinkhorn divergence between probability vectors associated
Externí odkaz:
http://arxiv.org/abs/2209.14455
Galton's rank order statistic is one of the oldest statistical tools for two-sample comparisons. It is also a very natural index to measure departures from stochastic dominance. Yet, its asymptotic behaviour has been investigated only partially, unde
Externí odkaz:
http://arxiv.org/abs/2102.02572
Autor:
Seyyedi, Seyyed Masoud, Hashemi-Tilehnoee, M., Palomo del Barrio, E., Dogonchi, A.S., Sharifpur, M.
Publikováno v:
In Journal of Magnetism and Magnetic Materials 15 February 2023 568
An essential feature of stochastic order is its invariance against increasing maps. In this paper, we analyze a family of invariant indices of disagreement with respect to stochastic dominance. The indices in this family admit the representation $\th
Externí odkaz:
http://arxiv.org/abs/1804.02905
When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of these trimmed
Externí odkaz:
http://arxiv.org/abs/1705.01788
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new treatment si
Externí odkaz:
http://arxiv.org/abs/1612.01291
Publikováno v:
Statistics and Computing, (2019), 29, 139-160 The final publication is available at link.springer.com
A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by clustering algo
Externí odkaz:
http://arxiv.org/abs/1607.01179
We develop a general theory to address a consensus-based combination of estimations in a parallelized or distributed estimation setting. Taking into account the possibility of very discrepant estimations, instead of a full consensus we consider a "wi
Externí odkaz:
http://arxiv.org/abs/1511.05350
Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a finite set o
Externí odkaz:
http://arxiv.org/abs/1511.05355
Publikováno v:
In Insurance Mathematics and Economics November 2020 95:79-100