A Wasserstein Index of Dependence for Random Measures
随机测度依赖性的 Wasserstein 指数
Optimal transport and Wasserstein distances are flourishing in many scientific fields as a means for comparing and connecting random structures. Here we pioneer the use of an optimal transport distance between Lévy measures to solve a statistical problem. Dependent Bayesian nonparametric models provide flexible inference on distinct, yet related, groups of observations. Each component of a vector of random measures models a group of exchangeable observations, while their…