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

Count outcomes, not agents
0dev.to
Scientist World turns 1,000 papers into executable research environments
0dev.to
I struggle to believe that AI R&D is ingenious
0Hacker News
Palo Alto Networks in talks to buy AI agent security startup Clutch for $500M
0TechCrunch
I built a vocabulary battle game for English learners — and my crowdfunding is still at zero backers
0dev.to
Meta Just Bought Conductor — the Race in AI Coding Is No Longer About the Model
0dev.to