dependence uncertainty 1monotone treatment response 1optimal transport 1risk aggregation 1treatment effect 1
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math.OC2026
Diamond transports in quadratic-form and distorted optimal transport
Ruodu Wang, Zhenyuan Zhang
The diamond transport is generated by the uniform law on a diamond-shaped copula support. Since a classical optimal transport (OT) objective is affine in the coupling, this transpo…
math.OC2025
Distorted optimal transport
Haiyan Liu, Bin Wang, Ruodu Wang +1
Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transpo…