Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a given ground space. Fundamental to this are distributional limit laws and we derive a central limit theorem for the empirical OT distance of circular data. Our limit results require only mild assumptions in general and include prominent examples such as the von Mises or wrapped Cauchy family. Most notably, no assumptions are required when data are sampled from the probability measure to be compared with, which is in strict contrast to the real line. A bootstrap principle follows immediately as our proof relies on Hadamard differentiability of the OT functional. This paves the way for a variety of statistical inference tasks and is exemplified for asymptotic OT based goodness of fit testing for circular distributions. We discuss numerical implementation, consistency and investigate its statistical power. For testing uniformity, it turns out that this approach performs particularly well for unimodal alternatives and is almost as powerful as Rayleigh's test, the most powerful invariant test for von Mises alternatives. For regimes with many modes the circular OT test is less powerful which is explained by the shape of the corresponding transport plan.
翻译:实验性最佳运输(OT)计划和距离为比较和统计上匹配在特定地面空间上界定的概率措施提供了有效工具,其中最重要的是分布限制法,我们为循环数据的经验性OT距离得出一个核心限制理论。我们的极限结果一般只需要温和假设,包括冯·米塞斯或包裹的Cauchy家族等突出的例子。最明显的是,在从可比较的概率措施中抽取数据时,不需要假设,这与真实线形成严格对照。当我们的证据依赖Hadamard OT功能的不同性时,靴套原则立即遵循。这为各种统计推论任务铺平了道路,并举例说明了基于无症状的OT对循环分布进行适当测试的良好条件。我们讨论数字执行、一致性和调查其统计能力。为了测试统一性,我们发现这一方法特别适合单式替代品,而且几乎与Rayloigh的测试一样强大,而Rayloigh是Von Mis替代方法最强大的变量测试。对于多种模式的制度来说,圆形的OT测试以相应的计划形状解释不那么强大。