Measuring dependence in the Wasserstein distance for Bayesian nonparametric models

DOI10.1214/21-AOS2065zbMath1486.62081OpenAlexW3208254516MaRDI QIDQ2054539

Marta Catalano, Igor Prünster, Antonio Lijoi

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-5/Measuring-dependence-in-the-Wasserstein-distance-for-Bayesian-nonparametric-models/10.1214/21-AOS2065.full

zbMATH Keywords

compound PoissonBayesian nonparametricsWasserstein distancedependenceindependent incrementsLévy copulacompletely random measurescompletely random vectors

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random measures (60G57) Exchangeability for stochastic processes (60G09)

Related Items (3)

The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions ⋮ Unnamed Item ⋮ Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics

Uses Software

• POT

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