scientific article; zbMATH DE number 7625198
From MaRDI portal
Publication:5054652
Authors: Kevin O'Connor, Kevin McGoff, Andrew B. Nobel 
Publication date: 29 November 2022
Full work available at URL: https://arxiv.org/abs/2006.07998
Title of this publication is not available (Why is that?)
Recommendations
- Stochastic optimal transport revisited
- Optimal Transport Between Gaussian Stationary Processes
- Optimal transportation under controlled stochastic dynamics
- Optimal transportation and stationary measures for iterated function systems
- Optimal transport between random measures
- Optimal transport: fast probabilistic approximation with exact solvers
- Multi-marginal optimal transport: theory and applications
- Stochastic optimal transportation. Stochastic control with fixed marginals
- On a problem of optimal transport under marginal martingale constraints
- Optimal stationary policies in the vector-valued Markov decision process
Cites Work
- Title not available (Why is that?)
- Dynamic Nonparametric Bayesian Models for Analysis of Music
- Hidden Markov models for time series. An introduction using R
- Disjointness in ergodic theory, minimal sets, and a problem in diophantine approximation
- An application of ergodic theory to probability theory
- Model-independent bounds for option prices -- a mass transport approach
- Weak convergence of a sequence of Markov chains
- On the Monge-Kantorovich problem with additional linear constraints
- On undiscounted markovian decision processes with compact action spaces
- Title not available (Why is that?)
- Hidden Markov processes in the context of symbolic dynamics
- A generalization of Ornstein's \(\overline d\) distance with applications to information theory
- On the total variation distance of labelled Markov chains
- On Kamae's conjecture concerning the d-distance between two-state Markov processes
- Conditions for attaining d by a Markovian joining
- The \(\bar d\)-distance between two Markov processes cannot always be attained by a Markov joining
- Distances between Two-State Markov Processes Attainable by Markov Joinings
- Wasserstein distances in the analysis of time series and dynamical systems
- Estimation of time-varying parameters in statistical models: An optimization approach
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- Counting Walks and Graph Homomorphisms via Markov Chains and Importance Sampling
- Title not available (Why is that?)
- Gibbs posterior convergence and the thermodynamic formalism
- Counter examples for compact action markov decision chains with average reward criteria
- Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
- Coupling the Kolmogorov diffusion: maximality and efficiency considerations
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- A Bayesian Approach to Multistate Hidden Markov Models: Application to Dementia Progression
- Estimating processes in adapted Wasserstein distance
- Empirical risk minimization and complexity of dynamical models
- Empirical risk minimization for dynamical systems and stationary processes
- On Computing the Total Variation Distance of Hidden Markov Models.
- The Wasserstein-Fourier Distance for Stationary Time Series
Cited In (1)
Uses Software
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5054652)
