12 citations · 35 across the 14 of their papers we have counts for
16 papers
Gromov-Wasserstein Quantization and Clustering: Structure, Rates, and Algorithms
Florian Beier, Stephan Eckstein
Clustering is a fundamental class of data analysis techniques with the most important representatives being centroid-based methods like -means. Such methods are strongly connect…
Optimal transport and Wasserstein distances for causal models
Patrick Cheridito, Stephan Eckstein
In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph . Different graph structures lead to different s…
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…
Convergence Rates for Regularized Optimal Transport via Quantization
Stephan Eckstein, Marcel Nutz
We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^…
Dimensionality Reduction and Wasserstein Stability for Kernel Regression
Stephan Eckstein, Armin Iske, Mathias Trabs
In a high-dimensional regression framework, we study consequences of the naive two-step procedure where first the dimension of the input variables is reduced and second, the reduce…
Computational methods for adapted optimal transport
Stephan Eckstein, Gudmund Pammer
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In t…