Search Results for author: Kengo Kato

Found 6 papers, 1 papers with code

Statistical, Robustness, and Computational Guarantees for Sliced Wasserstein Distances

1 code implementation17 Oct 2022 Sloan Nietert, Ritwik Sadhu, Ziv Goldfeld, Kengo Kato

The goal of this work is to quantify this scalability from three key aspects: (i) empirical convergence rates; (ii) robustness to data contamination; and (iii) efficient computational methods.

Numerical Integration

Limit Distribution Theory for the Smooth 1-Wasserstein Distance with Applications

no code implementations28 Jul 2021 Ritwik Sadhu, Ziv Goldfeld, Kengo Kato

This result is then used to derive new empirical convergence rates for classic $W_1$ in terms of the intrinsic dimension.

Two-sample testing

Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs

no code implementations12 Feb 2021 Harold D. Chiang, Kengo Kato, Yuya Sasaki, Takuya Ura

We develop a novel method of constructing confidence bands for nonparametric regression functions under shape constraints.

regression

Smooth $p$-Wasserstein Distance: Structure, Empirical Approximation, and Statistical Applications

no code implementations11 Jan 2021 Sloan Nietert, Ziv Goldfeld, Kengo Kato

Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning.

Two-sample testing

Inference for high-dimensional exchangeable arrays

no code implementations10 Sep 2020 Harold D. Chiang, Kengo Kato, Yuya Sasaki

We consider inference for high-dimensional separately and jointly exchangeable arrays where the dimensions may be much larger than the sample sizes.

Density Estimation regression +1

Bootstrap inference for quantile-based modal regression

no code implementations1 Jun 2020 Tao Zhang, Kengo Kato, David Ruppert

Specifically, we propose to estimate the conditional mode by minimizing the derivative of the estimated conditional quantile function defined by smoothing the linear quantile regression estimator, and develop two bootstrap methods, a novel pivotal bootstrap and the nonparametric bootstrap, for our conditional mode estimator.

Statistics Theory Methodology Statistics Theory

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