A sliced Wasserstein and diffusion approach to random coefficient models

• Tác giả: Fang Han, Keunwoo Lim, Ting Ye
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.76 Stochastic systems
• Thông tin xuất bản: 2025
• Bộ sưu tập: Báo, Tạp chí
• ID: 223606

Tóm tắt

Comment: 30 pagesWe propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency. We demonstrate that the proposed method is consistent in approximating the true distribution. Additionally, our formulation encourages a diffusion process-based algorithm, which holds independent interest and potential for broader applications.