AI & ML
Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"
arXiv stat.TH0 views
arXiv:2609.20260v2 Announce Type: replace-cross Abstract: We comment on the optimally-transported generalized method of moments (OTGMM) of Schennach and Starck (2026) and give counterexamples to Theorems 2-6. In the small-error analysis, the assumptions do not ensure consistency or asymptotic normality (Theorems 2-3). In the large-error analysis, Theorem 4 states the equivalence between the OTGMM estimator and the GMM estimator with modified moments, and Theorems 5-6 assert consistency and asymptotic normality. Through counterexamples, we show that the equivalence in Theorem 4 fails and a component of the Lagrange multiplier has different limits under the two estimators (Theorems 5-6). We also point out that, under misspecification, the population value selected by OTGMM depends on the metric. We give sufficient conditions and establish results following the original motivation for OTGMM. Our corrections to Theorems 4-6 change their assumptions or interpretation more substantially than those to Theorems 2 and 3. Furthermore, we correct Assumption 16 and the test's null distribution.
Source:https://arxiv.org/abs/2609.20260PreviousEstimating Treatment Effects Through Intermediate-Event Pathways with Multi-State DataNextHigh-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series
Related posts
What I got wrong estimating LLM costs before the request
0dev.to
The Step-by-Step Guide to Shutting Off Apple Intelligence Features in iOS 27
0CNET News
Will Democrats Rein in Big Tech? It Starts With Privacy and Data Centers
0CNET News

“Most apps never make it off localhost”: Cursor takes on Lovable and Replit with fully managed app deployment
0The New Stack
Inspired by honeycombs, a low-cost cooling structure lasts over 100 million cycles
0Phys.org Tech

Chainalysis admits all users affected in major data breach — names, usernames, password hashes, and live tokens all exposed
0TechRadar