Estimating processes in adapted Wasserstein distance

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Estimating processes in adapted Wasserstein distance

17 February 2020

Mathias Beiglbock

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Papers citing "Estimating processes in adapted Wasserstein distance"

9 / 9 papers shown

Title
Small Transformers Compute Universal Metric Embeddings Anastasis Kratsios Valentin Debarnot Ivan Dokmanić 126 11 0 14 Sep 2022
Distributionally robust risk evaluation with a causality constraint and structural information Bing Han 37 5 0 20 Mar 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 127 23 0 31 Jan 2022
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes C. Salvi M. Lemercier Chong Liu Blanka Hovarth Theodoros Damoulas Terry Lyons 97 33 0 08 Sep 2021
Universal Regular Conditional Distributions Anastasis Kratsios 95 3 0 17 May 2021
Measuring association with Wasserstein distances J. Wiesel 150 27 0 31 Jan 2021
Deep Empirical Risk Minimization in finance: looking into the future A. M. Reppen H. Soner 58 18 0 18 Nov 2020
COT-GAN: Generating Sequential Data via Causal Optimal Transport Tianlin Xu L. Wenliang Michael Munn Beatrice Acciaio GAN CML 79 98 0 15 Jun 2020
Robust estimation of superhedging prices J. Obłój J. Wiesel 28 12 0 11 Jul 2018

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