Finite space Kantorovich problem with an MCMC of table moves

DOI10.1214/21-EJS1804zbMath1479.62094arXiv2002.10335OpenAlexW3121135127MaRDI QIDQ2044325

Maria Piera Rogantin, Giovanni Pistone, Fabio Rapallo

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.10335

zbMATH Keywords

simulated annealingoptimal transportalgebraic statisticsMarkov bases

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Contingency tables (62H17) Algebraic statistics (62R01)

Related Items (2)

Kantorovich distance on finite metric spaces: Arens-Eells norm and CUT norms ⋮ Statistical bundle of the transport model

Cites Work

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• The Theory and Practice of Simulated Annealing
• Algebraic Markov Bases and MCMC for Two‐Way Contingency Tables
• A Class of Non-parametric Deformed Exponential Statistical Models
• Convex Analysis

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