55 citations · 71 across the 16 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.PR2018
Non-exponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and Control
Julio Backhoff-Veraguas, Daniel Lacker, Ludovic Tangpi
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle fo…
stat.ML2018★ 4 cited
Bayesian Learning with Wasserstein Barycenters
Julio Backhoff-Veraguas, Joaquin Fontbona, Gonzalo Rios +1
We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein popul…