Central limit theorems and bootstrap for sparse regularized multimarginal optimal transport and barycenters
稀疏正则化多边际最优传输与重心的中心极限定理及自助法AI 解读 ↓
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稀疏正则化多边际最优传输与重心的中心极限定理及自助法AI 解读 ↓
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Wasserstein barycenters are a fundamental tool for the analysis of distribution-valued data, but their computation and statistical analysis become challenging in high-dimensional and multi-sample settings. The unregularized barycenter problem is computationally demanding and suffers severely from the curse of dimensionality, making regularization essential in many applications. While regularized optimal transport methods are widely used, approaches based on entropic penalization tend to overspread mass and may blur the geometric structure of the solution. Motivated by barycenter estimation, we propose a more general methodology based on sparse regularized multimarginal optimal transport (RMOT). Our formulation creates sparse transport plans and is designed to avoid this overspreading effect. We establish consistency, central limit theorems, and bootstrap validity for the optimal potentials and couplings for the empirical RMOT problem. Specializing to sparse regularized barycenters, our results yield a uniform weak limit and bootstrap consistency. Numerical simulations show that sparsity plays a fundamental role in preserving the structure of the solution and avoiding the overspreading behavior typical of entropic regularization.
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基于残差化 Walsh–Hadamard 得分的异质析因效应修饰因子去偏与同时推断
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BRP-GABLE:适用于多种结果类型的可解释规则预测框架
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工具变量回归中维度自适应的自助法 Anderson–Rubin 检验
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核设定检验的数据驱动调参:选择渐近理论、有效性与功效
We develop model checks for conditional moment restrictions whose tuning parameters, the kernel bandwidth and the regularization level, are selected by cross-validation. The tests regress the estimated residuals on the covariates via kernel ridge regression (KRR), yielding a coefficient function in a reproducing kernel Hilbert space (RKHS) that vanishes under the null and is nonzero for any misspecification not annihilated by the Neyman projection. Our central contribution…