Sampling of probability measures in the convex order by Wasserstein projection (Q2227463)
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| English | Sampling of probability measures in the convex order by Wasserstein projection |
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Sampling of probability measures in the convex order by Wasserstein projection (English)
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15 February 2021
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convex order
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martingale optimal transport
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Wasserstein distance
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sampling techniques
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linear programming
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0.88736904
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0.8754872
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0.8732255
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0.87294364
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0.87254304
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