4 papers · 1 filter
Robust Wasserstein barycenter
Zixiong Cheng, Hang Liu
In this paper, we address a fundamental limitation of the classical Wasserstein barycenter -- its sensitivity to outliers. To overcome these issues, we propose the robust Wasserste…
Multidimensional Stochastic Dominance Test Based on Center-outward Quantiles
Yiming Ma, Hang Liu, Weiwei Zhuang
Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging…
Discussion of "Robust Distance Covariance" by S. Leyder, J. Raymaekers, and P.J. Rousseeuw
Hallin Marc, Davide La Vecchia, Hang Liu +1
Distance covariance and distance correlation have long been regarded as natural measures of dependence between two random vectors, and have been used in a variety of situations for…
General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice
Matteo Barigozzi, Davide La Vecchia, Hang Liu
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for -dimensional random fields observed across a…