A prelude to statistics arising from optimal transport theory
Hung T. Nguyen
Abstract
Purpose This paper aims to offer a tutorial/introduction to new statistics arising from the theory of optimal transport to empirical researchers in econometrics and machine learning. Design/methodology/approach Presenting in a tutorial/survey lecture style to help practitioners with the theoretical material. Findings The tutorial survey of some main statistical tools (arising from optimal transport theory) should help practitioners to understand the theoretical background in order to conduct empirical research meaningfully. Originality/value This study is an original presentation useful for new comers to the field.
Topics & Concepts
OriginalityPresentation (obstetrics)Computer scienceManagement scienceField (mathematics)Data scienceValue (mathematics)Order (exchange)Empirical researchOperations researchStatisticsMathematicsEngineeringSociologyMachine learningEconomicsSocial scienceMedicinePure mathematicsRadiologyQualitative researchFinanceMarkov Chains and Monte Carlo MethodsStochastic processes and statistical mechanicsTheoretical and Computational Physics