Výsledky vyhledávání - "Montrucchio, Luigi"

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Affine Gateaux Differentials and the von Mises Statistical Calculus

Autor: Cerreia-Vioglio, Simone, Maccheroni, Fabio, Marinacci, Massimo, Montrucchio, Luigi, Stanca, Lorenzo

This paper presents a general study of one-dimensional differentiability for functionals on convex domains that are not necessarily open. The local approximation is carried out by affine functionals, rather than linear ones as in standard Gateaux dif

Externí odkaz: http://arxiv.org/abs/2403.07827

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Kantorovich distance on a finite metric space

Autor: Montrucchio, Luigi, Pistone, Giovanni

Kantorovich distance (or 1-Wasserstein distance) on the probability simplex of a finite metric space is the value of a Linear Programming problem for which a closed-form expression is known in some cases. When the ground distance is defined by a grap

Externí odkaz: http://arxiv.org/abs/1905.07547

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Wasserstein Riemannian Geometry of Positive Definite Matrices

Autor: Malagò, Luigi, Montrucchio, Luigi, Pistone, Giovanni

The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on positive-definite ma

Externí odkaz: http://arxiv.org/abs/1801.09269

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A class of non-parametric deformed exponential statistical models

Autor: Montrucchio, Luigi, Pistone, Giovanni

We study the class on non-parametric deformed statistical models where the deformed exponential has linear growth at infinity and is sub-exponential at zero. This class generalizes the class introduced by N.J.~Newton. We discuss the convexity and reg

Externí odkaz: http://arxiv.org/abs/1709.01430

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