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Stochastic optimal transport in Banach Spaces for regularized estimation
  of multivariate quantiles

Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles

2 February 2023
Bernard Bercu
Jérémie Bigot
Gauthier Thurin
ArXivPDFHTML

Papers citing "Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles"

5 / 5 papers shown
Title
Regularized estimation of Monge-Kantorovich quantiles for spherical data
Regularized estimation of Monge-Kantorovich quantiles for spherical data
Bernard Bercu
Jérémie Bigot
Gauthier Thurin
OT
49
1
0
02 Jul 2024
Monge-Kantorovich superquantiles and expected shortfalls with
  applications to multivariate risk measurements
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Bernard Bercu
Jérémie Bigot
Gauthier Thurin
34
0
0
04 Jul 2023
Entropic estimation of optimal transport maps
Entropic estimation of optimal transport maps
Aram-Alexandre Pooladian
Jonathan Niles-Weed
OT
82
105
0
24 Sep 2021
A stochastic Gauss-Newton algorithm for regularized semi-discrete
  optimal transport
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bernard Bercu
Jérémie Bigot
S. Gadat
Emilia Siviero
28
6
0
12 Jul 2021
Wasserstein-2 Generative Networks
Wasserstein-2 Generative Networks
Alexander Korotin
Vage Egiazarian
Arip Asadulaev
Alexander Safin
E. Burnaev
GAN
131
101
0
28 Sep 2019
1