Oct 24, 2019 · Abstract:We study information matrices for statistical models by the L^2-Wasserstein metric. We call them Wasserstein information matrices ...
Feb 14, 2023 · We study information matrices for statistical models by the L 2 -Wasserstein metric. We call them Wasserstein information matrices (WIMs), ...
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Aug 11, 2020 · Abstract:We study information matrices for statistical models by the L^2-Wasserstein metric. We call them Wasserstein information matrices ...
We call them Wasserstein information matrices (WIMs), which are analogs of classical Fisher information matrices. We introduce Wasserstein score functions and.
PDF | We study the information matrix for statistical models by L 2-Wasserstein metric. We call it Wasserstein information matrix (WIM), which is an.
We propose a formal rule for constructing a prior, which is invariant under reparameterisations, based on the Wasserstein information matrix. The construction ...
Sep 22, 2023 · It derives a class of Wasserstein metrics on probability simplices over one-dimensional bounded homogeneous lattices via a scaling limit of the ...
Feb 14, 2023 · We study information matrices for statistical models by the L2-Wasserstein metric. We call them Wasserstein information matrices (WIMs), which ...
The online asymptotic efficiency for Wasserstein natural gradient of maximal likelihood estimation is derived and a Poincaré efficiency is established for ...
Jul 6, 2022 · We introduce a prior for the parameters of univariate continuous distributions, based on the Wasserstein information matrix, ...