2 papers
math.ST2026
Wasserstein Spatial Depth
François Bachoc, Alberto González-Sanz, Jean-Michel Loubes +1
Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geome…
math.ST2025
Nonparametric Vector Quantile Autoregression
Alberto González-Sanz, Marc Hallin, Yisha Yao
Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L point-predictions, provide rather poor…