2 citations · 2 across the 6 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.ST2021
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests
Marc Hallin, Gilles Mordant
Extending to dimension 2 and higher the dual univariate concepts of ranks and quantiles has remained an open problem for more than half a century. Based on measure transportation r…
math.ST2021
Measuring dependence between random vectors via optimal transport
Gilles Mordant, Johan Segers
To quantify the dependence between two random vectors of possibly different dimensions, we propose to rely on the properties of the 2-Wasserstein distance. We first propose two coe…