Minimax confidence intervals for the Sliced Wasserstein distance
Bibliographic record
Abstract
Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance—an easily computable variant of the Wasserstein distance. Specifically, we construct confidence intervals for the Sliced Wasserstein distance which have finite-sample validity under no assumptions or under mild moment assumptions. These intervals are adaptive in length to the regularity of the underlying distributions. We also bound the minimax risk of estimating the Sliced Wasserstein distance, and as a consequence establish that the lengths of our proposed confidence intervals are minimax optimal over appropriate distribution classes. To motivate the choice of these classes, we also study minimax rates of estimating a distribution under the Sliced Wasserstein distance. These theoretical findings are complemented with a simulation study demonstrating the deficiencies of the classical bootstrap, and the advantages of our proposed methods. We also show strong correspondences between our theoretical predictions and the adaptivity of our confidence interval lengths in simulations. We conclude by demonstrating the use of our confidence intervals in the setting of simulator-based likelihood-free inference. In this setting, contrasting popular approximate Bayesian computation methods, we develop uncertainty quantification methods with rigorous frequentist coverage guarantees.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.021 | 0.193 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.004 | 0.008 |
| Open science | 0.004 | 0.006 |
| Research integrity | 0.003 | 0.006 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".