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.
Subscribe to the P@K mailing list here.
10/10/2022 - Johannes Wiesel (Columbia University)
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.
05/12/2022 - Lluis Quer (Universitat Autònoma de Barcelona)
15:30-16:30 STRAND BLDG S4.29