4 citations · 13 across the 13 of their papers we have counts for
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Stability and Sample Complexity of Divergence Regularized Optimal Transport
Erhan Bayraktar, Stephan Eckstein, Xin Zhang
We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measure…
A PDE approach for regret bounds under partial monitoring
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
In this paper, we study a learning problem in which a forecaster only observes partial information. By properly rescaling the problem, we heuristically derive a limiting PDE on Was…
A smooth variational principle on Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a…
Walsh Spider Diffusions as Time Changed Multi-parameter Processes
Erhan Bayraktar, Jingjie Zhang, Xin Zhang
Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph…
Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
Erhan Bayraktar, Ruoyu Wu, Xin Zhang
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under…