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math.OC2018
Adaptive Optimal Transport
Montacer Essid, Debra Laefer, Esteban G. Tabak
An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions and , known only through a finite set of independent samples $(…
math.OC2018★ 2 cited
Traversing the Schroedinger Bridge strait: Robert Fortet's marvelous proof redux
Montacer Essid, Michele Pavon
In the early 1930's, Erwin Schroedinger, motivated by his quest for a more classical formulation of quantum mechanics, posed a large deviation problem for a cloud of independent Br…