Probability at King's

Probability Seminar at King's

The Probability Seminar at King's is dedicated to presenting the latest advances in Pure and Applied Probability. If only a room number is given for a talk, then it is taking place in King's College London, Strand Campus.

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Forthcoming Past

October 2022

10/10/2022 - Johannes Wiesel (Columbia University)
Measuring association with Wasserstein distances
15:30-16:30 Online
Let π ∈ Π(μ, ν) be a coupling between two probability measures μ and ν on a Polish space. In this talk we propose and study a class of nonparametric measures of association between μ and ν, which we call Wasserstein correlation coefficients. These coefficients are based on the Wasserstein distance between ν and the disintegration of π with respect to the first coordinate. We also establish basic statistical properties of this new class of measures: we develop a statistical theory for strongly consistent estimators and determine their convergence rate in the case of compactly supported measures μ and ν. Throughout our analysis we make use of the so-called adapted/bicausal Wasserstein distance, in particular we rely on results established in [Backhoff, Bartl, Beiglböck, Wiesel. Estimating processes in adapted Wasserstein distance. 2020]. Our approach applies to probability laws on general Polish spaces.

December 2022

05/12/2022 - Lluis Quer (Universitat Autònoma de Barcelona)
15:30-16:30 STRAND BLDG S4.29