15 citations · 36 across the 9 of their papers we have counts for
4 papers · 1 filter
Generalized bootstrap in the Bures-Wasserstein space
Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova
This study proposes a bootstrap-based method for uncertainty quantification in two important statistical scenarios. First, we approximate the sampling distribution of empirical bar…
Statistical inference for Bures-Wasserstein barycenters
Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova
In this work we introduce the concept of Bures-Wasserstein barycenter , that is essentially a Fréchet mean of some distribution supported on a subspace of positiv…
Multivariate Brenier cumulative distribution functions and their application to non-parametric testing
Melf Boeckel, Vladimir Spokoiny, Alexandra Suvorikova
In this work we introduce a novel approach of construction of multivariate cumulative distribution functions, based on cyclical-monotone mapping of an original measure $μ\in \mathc…
Construction of Non-asymptotic Confidence Sets in 2-Wasserstein Space
Johannes Ebert, Vladimir Spokoiny, Alexandra Suvorikova
In this paper, we consider a probabilistic setting where the probability measures are considered to be random objects. We propose a procedure of construction non-asymptotic confide…