24 citations · 40 across the 14 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
math.PR2019
Bounding quantiles of Wasserstein distance between true and empirical measure
Samuel N. Cohen, Martin N. A. Tegnér, Johannes Wiesel
Consider the empirical measure, , associated to i.i.d. samples of a given probability distribution on the unit interval. For fixed …
math.PR2019★ 3 cited
Continuity of the martingale optimal transport problem on the real line
Johannes Wiesel
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causa…