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S. Eckstein

16 papers hereh-index 10363 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author8
  • middle author2
  • last author4

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • math.OC6
  • math.PR5
  • q-fin.MF2
  • stat.ML2
  • math.ST1
same name
  • S. Eckstein — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedExtended Laplace Principle for Empirical Measures of a Markov Chain

12 citations · 35 across the 14 of their papers we have counts for

collaborators
Showing 2022Show all

4 papers · 1 filter

math.OC2022★ 3 cited

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…

math.OC2022★ 1 cited

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^…

stat.ML2022

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…

math.PR2022★ 2 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.