Discrete Wasserstein barycenters: optimal transport for discrete data

Author:

Anderes Ethan,Borgwardt Steffen,Miller Jacob

Funder

Alexander von Humboldt-Stiftung (DE)

UC-MEXUS

NSF Career Grant

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Reference30 articles.

1. Agueh M, Carlier G (2011) Barycenters in the Wasserstein space. SIAM J Math Anal 43(2):904–924

2. Beiglböck M, Henry-Labordere P, Penkner F (2013) Model-independent bounds for option prices—a mass transport approach. Finance Stoch 17(3):477–501

3. Bezanson J, Edelman A, Karpinski S, Shah VB (2014) Julia: a fresh approach to numerical computing. CoRR. eprint arXiv:1411.1607

4. Bigot J, Klein T (2012) Consistent estimation of a population barycenter in the Wasserstein space. eprint arXiv:1212.2562

5. Boissard E, Le Gouic T, Loubes J-M (2015) Distribution’s template estimate with Wasserstein metrics. Bernoulli 21(2):740–759

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