Optimal coupling of multivariate distributions and stochastic processes
From MaRDI portal
Recommendations
Cited in
(45)- Multivariate comonotonicity
- A new ideal metric with applications to multivariate stable limit theorems
- Optimal solution of a Monge-Kantorovitch transportation problem
- The geometry of optimal transportation
- On the monotonicity of optimal transportation plans
- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families
- Worst case portfolio vectors and diversification effects
- A definition of the coupled-product for multivariate coupled-exponentials
- Extremal dependence concepts
- Coupling for minimal distance
- Covariance and correlation matrices of an optimal stochastic system
- On \(c\)-optimal random variables
- General construction and classes of explicit \(L^1\)-optimal couplings
- Comonotone lower probabilities with robust marginal distributions functions
- Center-outward quantiles and the measurement of multivariate risk
- Comparison of conditional distributions in portfolios of dependent risks
- On the stochastic convergence of representations based on Wasserstein metrics
- Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance.
- Parseval's identity and optimal transport maps
- Vector copulas
- A fixed-point approach to barycenters in Wasserstein space
- Construction of the Optimal Joint Distribution of Two Random Variables
- Jonction maximale. (The maximal junction)
- Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables
- Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
- scientific article; zbMATH DE number 4040926 (Why is no real title available?)
- On optimal stationary couplings between stationary processes
- scientific article; zbMATH DE number 1163798 (Why is no real title available?)
- scientific article; zbMATH DE number 1163799 (Why is no real title available?)
- Detecting directional couplings from multivariate flows by the joint distance distribution
- Optimal solutions of multivariate coupling problems
- On The Existence Of A Measurable Optimal Coupling Of Probability Kernels
- Optimal coupling in probability theory and optimal cooperation in game theory
- Fair data adaptation with quantile preservation
- W₂ barycenters for radially related distributions
- Bayesian learning with Wasserstein barycenters
- Measurability of optimal transportation and strong coupling of martingale measures
- Uniform approximation of continuous couplings
- On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space
- Wasserstein distance in terms of the comonotonicity copula
- A new compound indicator based on optimal transport
- Generalized Hoeffding-Fréchet functionals and mass transportation
- Stochastic gradient descent for barycenters in Wasserstein space
- A note on subadditivity of value at risks (VaRs): a new connection to comonotonicity
- Distributionally robust optimization under ambiguity across two layers
This page was built for publication: Optimal coupling of multivariate distributions and stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689356)
