2 citations · 2 across the 2 of their papers we have counts for
4 papers
Affine Gateaux Differentials and the von Mises Statistical Calculus
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +2
This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried…
Kantorovich distance on a finite metric space
Luigi Montrucchio, Giovanni Pistone
Kantorovich distance (or 1-Wasserstein distance) on the probability simplex of a finite metric space is the value of a Linear Programming problem for which a closed-form expression…
Wasserstein Riemannian Geometry of Positive Definite Matrices
Luigi Malagò, Luigi Montrucchio, Giovanni Pistone
The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we pres…
A class of non-parametric deformed exponential statistical models
Luigi Montrucchio, Giovanni Pistone
We study the class on non-parametric deformed statistical models where the deformed exponential has linear growth at infinity and is sub-exponential at zero. This class generalizes…