On the n-coupling problem
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Publication:697454
DOI10.1006/JMVA.2001.2005zbMATH Open1011.62052OpenAlexW2088071204MaRDI QIDQ697454FDOQ697454
Ludger Rüschendorf, Ludger Uckelmann
Publication date: 17 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2005
Recommendations
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
Cites Work
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Cited In (23)
- Worst portfolios for dynamic monetary utility processes
- On duality for nonconvex minimization problems within the framework of abstract convexity
- Accelerated Bregman Primal-Dual Methods Applied to Optimal Transport and Wasserstein Barycenter Problems
- On the computation of Wasserstein barycenters
- On the Bures-Wasserstein distance between positive definite matrices
- Polynomial-time algorithms for multimarginal optimal transport problems with structure
- A fixed-point approach to barycenters in Wasserstein space
- Gradient projection methods for the $n$-coupling problem
- Graph-structured tensor optimization for nonlinear density control and mean field games
- Worst case portfolio vectors and diversification effects
- Extremal dependence concepts
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- Monge problem for \(n\) probabilities
- Title not available (Why is that?)
- Coskewness under dependence uncertainty
- The Monge problem in Banach spaces
- Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
- Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions
- Detecting complete and joint mixability
- On the local structure of optimal measures in the multi-marginal optimal transportation problem
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families
- A Wasserstein-Type Distance in the Space of Gaussian Mixture Models
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