Generalized bootstrap in the Bures-Wasserstein space
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2021
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| _version_ | 1866916493252362240 |
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| author | Kroshnin, Alexey Spokoiny, Vladimir Suvorikova, Alexandra |
| author_facet | Kroshnin, Alexey Spokoiny, Vladimir Suvorikova, Alexandra |
| contents | This study focuses on finite-sample inference on the non-linear Bures-Wasserstein manifold and introduces a generalized bootstrap procedure for estimating Bures-Wasserstein barycenters. We provide non-asymptotic statistical guarantees for the resulting bootstrap confidence sets. The proposed approach incorporates classical resampling methods, including the multiplier bootstrap highlighted as a specific example. Additionally, the paper compares bootstrap-based confidence sets with asymptotic sets obtained in the work arXiv:1901.00226v2, evaluating their statistical performance and computational complexities. The methodology is validated through experiments on synthetic datasets and real-world applications. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2111_12612 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Generalized bootstrap in the Bures-Wasserstein space Kroshnin, Alexey Spokoiny, Vladimir Suvorikova, Alexandra Statistics Theory Applications 62F40 This study focuses on finite-sample inference on the non-linear Bures-Wasserstein manifold and introduces a generalized bootstrap procedure for estimating Bures-Wasserstein barycenters. We provide non-asymptotic statistical guarantees for the resulting bootstrap confidence sets. The proposed approach incorporates classical resampling methods, including the multiplier bootstrap highlighted as a specific example. Additionally, the paper compares bootstrap-based confidence sets with asymptotic sets obtained in the work arXiv:1901.00226v2, evaluating their statistical performance and computational complexities. The methodology is validated through experiments on synthetic datasets and real-world applications. |
| title | Generalized bootstrap in the Bures-Wasserstein space |
| topic | Statistics Theory Applications 62F40 |
| url | https://arxiv.org/abs/2111.12612 |