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Trimming, optimal transportation, overfitting and statistical applications

Abstract : 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.
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Submitted on : Friday, May 22, 2009 - 9:13:58 AM
Last modification on : Monday, May 25, 2009 - 6:59:05 AM
Long-term archiving on: : Monday, October 15, 2012 - 10:55:33 AM


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  • HAL Id : inria-00386703, version 1



Eustasio del Barrio. Trimming, optimal transportation, overfitting and statistical applications. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. ⟨inria-00386703⟩



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