WpProj-package: WpProj: Linear p-Wasserstein Projections

In WpProj: Linear p-Wasserstein Projections

WpProj: Linear p-Wasserstein Projections

Description

Performs Wasserstein projections from the predictive distributions of any model into the space of predictive distributions of linear models. We utilize L1 penalties to also reduce the complexity of the model space. This package employs the methods as described in Dunipace, Eric and Lorenzo Trippa (2020) arXiv:2012.09999.

Author(s)

Maintainer: Eric Dunipace [e-mail] (ORCID)

Other contributors:

• Clemens Schmid [e-mail] (ORCID) (ETA progres bar is adapted from their code) [contributor]

• Espen Bernton ('Hilbert Sort' adapted from their code) [contributor]

• Mathieu Gerber ('Hilbert Sort' adapted from their code) [contributor]

• Pierre Jacob ('Hilbert Sort' adapted from their code) [contributor]

• Bin Dai [e-mail] (W2 projections adapted from their 'OEM' code) [contributor]

• Jared Huling [e-mail] (ORCID) (W2 projections adapted from their 'OEM' code) [contributor]

• Yixuan Qiu (W2 projections adapted from their 'OEM' code) [contributor]

• Dominic Schuhmacher [e-mail] ('Shortsimplex 'optimal transport method adapted from their code) [contributor]

• Nicolas Bonneel ('Network Simplex' algorithm adapted from their code) [contributor]

See Also

Useful links:

• https://github.com/ericdunipace/WpProj

• Report bugs at https://github.com/ericdunipace/WpProj/issues

WpProj documentation built on May 29, 2024, 7:55 a.m.