An algorithm to approximate the optimal expected inner product of two vectors with given marginals

DOI10.1016/J.JMAA.2017.02.003MaRDI QIDQ136014zbMATH OpenOpenAlexFDO

Authors Giovanni Puccetti, Giovanni Puccetti

Publication date July 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2017.02.003

zbMATH Keywords

\(p\)-Wasserstein distanceEarth Mover's distancelinear sum assignment problemoptimal transportationsswapping algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational problems in a geometric measure-theoretic setting (49Q20)

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Cited in

(8)

• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
• On the computation of Wasserstein barycenters
• General construction and classes of explicit \(L^1\)-optimal couplings
• An optimal transport-based characterization of convex order
• waspr
• Measuring linear correlation between random vectors
• \(L_p\)-norm spherical copulas
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities

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Uses Software

• EMD

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