Measuring association with Wasserstein distances

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.00356

zbMATH Keywords

correlation independence empirical measure optimal transport measure of association (bicausal/adapted) Wasserstein distance

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Related Items (3)

Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency ⋮ Explaining classifiers with measures of statistical association ⋮ Sliced Independence Test

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