135 citations · 137 across the 7 of their papers we have counts for
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Wasserstein-Cramér-Rao Theory of Unbiased Estimation
Nicolás García Trillos, Adam Quinn Jaffe, Bodhisattva Sen
The quantity of interest in the classical Cramér-Rao theory of unbiased estimation (e.g., the Cramér-Rao lower bound, its exact attainment for exponential families, and asymptotic…
Estimation of Algebraic Sets: Extending PCA Beyond Linearity
Alberto González-Sanz, Gilles Mordant, Álvaro Samperio +1
An algebraic set is defined as the zero locus of a system of real polynomial equations. In this paper we address the problem of recovering an unknown algebraic set fr…
Variational Inference for Latent Variable Models in High Dimensions
Chenyang Zhong, Sumit Mukherjee, Bodhisattva Sen
Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we int…
Constrained Denoising, Empirical Bayes, and Optimal Transport
Adam Quinn Jaffe, Nikolaos Ignatiadis, Bodhisattva Sen
In latent variables models, two important goals are denoising and deconvolution: denoising aims to estimate the latent variables, whereas deconvolution aims to estimate the distrib…
Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
Zhen Huang, Bodhisattva Sen
This paper reviews recent advancements in the application of optimal transport (OT) to multivariate distribution-free nonparametric testing. Inspired by classical rank-based method…