120 citations · 305 across the 23 of their papers we have counts for
5 papers · 1 filter
Entropy-regularized optimal transport on multivariate normal and q-normal distributions
Qijun Tong, Kei Kobayashi
The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received mu…
Parameter estimation for one-sided heavy-tailed distributions
Phillip Kerger, Kei Kobayashi
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or i…
Empirical geodesic graphs and CAT(k) metrics for data analysis
Kei Kobayashi, Henry P. Wynn
A methodology is developed for data analysis based on empirically constructed geodesic metric spaces. For a probability distribution, the length along a path between two points can…
Computational algebraic methods in efficient estimation
Kei Kobayashi, Henry P. Wynn
A strong link between information geometry and algebraic statistics is made by investigating statistical manifolds which are algebraic varieties. In particular it it shown how firs…
Bayesian shrinkage prediction for the regression problem
Kei Kobayashi, Fumiyasu Komaki
We consider Bayesian shrinkage predictions for the Normal regression problem under the frequentist Kullback-Leibler risk function. Firstly, we consider the multivariate Normal mode…