Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
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Publication:2131264
DOI10.1214/21-AOS2136zbMath1486.62147arXiv1905.05340OpenAlexW3157939312MaRDI QIDQ2131264
Promit Ghosal, Bodhisattva Sen
Publication date: 25 April 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05340
Glivenko-Cantelli type theoremBrenier-McCann's theoremconvergence of subdifferentials of convex functionsLegendre-Fenchel duallocal uniform rate of convergencesemidiscrete optimal transporttesting mutual independencetwo-sample goodness-of-fit testing
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monge-Ampère equations (35J96) Optimal transportation (49Q22)
Related Items (5)
Stability of entropic optimal transport and Schrödinger bridges ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ Entropic optimal transport: geometry and large deviations
Uses Software
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