Multivariate Ranks and Quantiles using Optimal Transport: Consistency, Rates, and Nonparametric Testing

14 May 2019

Papers citing "Multivariate Ranks and Quantiles using Optimal Transport: Consistency, Rates, and Nonparametric Testing"

15 / 15 papers shown

Title
Local Identification in Instrumental Variable Multivariate Quantile Regression Models Haruki Kono 13 0 0 21 Jan 2024
A New Perspective On Denoising Based On Optimal Transport Nicolas García Trillos Bodhisattva Sen OOD OT 48 0 0 13 Dec 2023
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements Bernard Bercu Jérémie Bigot Gauthier Thurin 42 0 0 04 Jul 2023
Optimal transport and Wasserstein distances for causal models Patrick Cheridito Stephan Eckstein OT 40 7 0 24 Mar 2023
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles Bernard Bercu Jérémie Bigot Gauthier Thurin 39 2 0 02 Feb 2023
Minimax estimation of discontinuous optimal transport maps: The semi-discrete case Aram-Alexandre Pooladian Vincent Divol Jonathan Niles-Weed OT 32 20 0 26 Jan 2023
Nonparametric Measure-Transportation-Based Methods for Directional Data Marc Hallin Han Liu Thomas Verdebout OT 33 10 0 20 Dec 2022
A survey of some recent developments in measures of association S. Chatterjee 24 14 0 09 Nov 2022
Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited Marc Hallin Han Liu 46 7 0 25 Aug 2022
Limit Theorems for Entropic Optimal Transport Maps and the Sinkhorn Divergence Ziv Goldfeld Kengo Kato Gabriel Rioux Ritwik Sadhu 52 27 0 18 Jul 2022
A universal robustification procedure Riccardo Passeggeri Nancy Reid 18 0 0 14 Jun 2022
Statistical inference with regularized optimal transport Ziv Goldfeld Kengo Kato Gabriel Rioux Ritwik Sadhu OT 49 34 0 09 May 2022
An improved central limit theorem and fast convergence rates for entropic transportation costs E. del Barrio Alberto González Sanz Jean-Michel Loubes Jonathan Niles-Weed OT 36 32 0 19 Apr 2022
Plugin Estimation of Smooth Optimal Transport Maps Tudor Manole Sivaraman Balakrishnan Jonathan Niles-Weed Larry A. Wasserman OT 33 92 0 26 Jul 2021
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 185 2,578 0 28 Mar 2008