3 papers
econ.EM2025
Optimally-Transported Generalized Method of Moments
Susanne Schennach, Vincent Starck
We propose a novel optimal transport-based version of the Generalized Method of Moment (GMM). Instead of handling overidentification by reweighting the data to satisfy the moment c…
stat.ME2025
Estimation of Independent Component Analysis Systems
Vincent Starck
Although approaches to Independent Component Analysis (ICA) based on characteristic function seem theoretically elegant, they may suffer from implementational challenges because of…
econ.EM2025
Using spatial modeling to address covariate measurement error
Susanne M. Schennach, Vincent Starck
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data. The approach uses neighboring observa…