3 papers
math.ST2019
Estimation Rates for Sparse Linear Cyclic Causal Models
Jan-Christian Hütter, Philippe Rigollet
Causal models are important tools to understand complex phenomena and predict the outcome of controlled experiments, also known as interventions. In this work, we present statistic…
math.ST2019
Estimation of Monge Matrices
Jan-Christian Hütter, Cheng Mao, Philippe Rigollet +1
Monge matrices and their permuted versions known as pre-Monge matrices naturally appear in many domains across science and engineering. While the rich structural properties of such…
stat.ML2018
Statistical Optimal Transport via Factored Couplings
Aden Forrow, Jan-Christian Hütter, Mor Nitzan +3
We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules tha…