2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2025
Sparse Regularized Optimal Transport without Curse of Dimensionality
Alberto González-Sanz, Stephan Eckstein, Marcel Nutz
Entropic optimal transport -- the optimal transport problem regularized by KL diver\-gence -- is highly successful in statistical applications. Thanks to the smoothness of the entr…
cs.LG2024★ 1 cited
Time-Causal VAE: Robust Financial Time Series Generator
Beatrice Acciaio, Stephan Eckstein, Songyan Hou
We build a time-causal variational autoencoder (TC-VAE) for robust generation of financial time series data. Our approach imposes a causality constraint on the encoder and decoder…
cs.IT2023★ 2 cited
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent
Yibo Yang, Stephan Eckstein, Marcel Nutz +1
In the theory of lossy compression, the rate-distortion (R-D) function describes how much a data source can be compressed (in bit-rate) at any given level of fidelity (disto…