On a prior based on the Wasserstein information matrix

DOI10.1016/j.spl.2022.109645OpenAlexW4293232261WikidataQ114130438 ScholiaQ114130438MaRDI QIDQ2081763

Wuchen Li, Francisco J. Rubio

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.03217

zbMATH Keywords

Fisher information matrixJeffreys priorWasserstein-2 distanceWasserstein information matrixWasserstein prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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