Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"
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arXiv:2609.20260v1 Announce Type: cross Abstract: We comment on the optimally-transported generalized method of moments (OTGMM) estimator proposed by Schennach & Starck (2026a) and give counterexamples to Theorems 2-6 under their stated assumptions. First, the assumptions used in the small-error an…
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- 2026-09-18 04:00 · arXiv stat.ML
Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"