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math.ST2019
Wasserstein information matrix
Wuchen Li, Jiaxi Zhao
We study information matrices for statistical models by the -Wasserstein metric. We call them Wasserstein information matrices (WIMs), which are analogs of classical Fisher in…
math.ST2018
Ricci curvature for parametric statistics via optimal transport
Wuchen Li, Guido Montufar
We elaborate the notion of a Ricci curvature lower bound for parametrized statistical models. Following the seminal ideas of Lott-Strum-Villani, we define this notion based on the…