inria-00386703, version 1
Trimming, optimal transportation, overfitting and statistical applications
41èmes Journées de Statistique, SFdS, Bordeaux (2009)
Résumé : We present some ideas about \textitessential model validation based on trimming and the minimal distance method. We argue about the interest of the Wasserstein metric in this sense and show the connection in this case of essential model checking to a problem of optimal incomplete transportation of mass. We describe also some unexpected overfitting effect caused by trimming and provide pointers to relevant literature in which this overfitting is used for some statistical applications.
- 1 :
- Université de Valladolid
- Domaine : Mathématiques/Statistiques
- inria-00386703, version 1
- http://hal.inria.fr/inria-00386703
- oai:hal.inria.fr:inria-00386703
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- Soumis le : Vendredi 22 Mai 2009, 09:13:58
- Dernière modification le : Lundi 25 Mai 2009, 06:59:05
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