Distances between nested densities and a measure of the impact of the prior in Bayesian statistics
In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are expressed in terms of the derivative of the likelihood ratio $p_1/p_...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
2016
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