Decomposition of Multivariate Functions
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Publication:4022876
DOI10.4153/CJM-1992-030-9zbMATH Open0789.54012OpenAlexW2328523441MaRDI QIDQ4022876FDOQ4022876
Jonathan M. Borwein, A. S. Lewis
Publication date: 17 January 1993
Published in: Canadian Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4153/cjm-1992-030-9
Paths and cycles (05C38) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Continuous maps (54C05) Equational compactness (08A45)
Cited In (22)
- Function Decomposition in Main and Lesser Peaks
- Decomposition of smooth functions of two multidimensional variables
- Entropy minimization and Schrödinger processes in infinite dimensions
- Entropic optimal transport: geometry and large deviations
- Minimally informative distributions with given rank correlation for use in uncertainty analysis
- Decomposition of two functions in the orthogonality equation
- Limits of semistatic trading strategies
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems
- A saddle-point approach to the Monge-Kantorovich optimal transport problem
- Title not available (Why is that?)
- A survey of the Schrödinger problem and some of its connections with optimal transport
- A Differential Approach to the Multi-Marginal Schrödinger System
- Entropic regularization of continuous optimal transport problems
- Duality for Borel measurable cost functions
- The Entropic Regularization of the Monge Problem on the Real Line
- An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm
- Entropic optimal transport: convergence of potentials
- Convergence rate of general entropic optimal transport costs
- Title not available (Why is that?)
- Stability of entropic optimal transport and Schrödinger bridges
- Multiple decompositions for computational convenience
- Martingale Schrödinger bridges and optimal semistatic portfolios
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