55 citations · 199 across the 14 of their papers we have counts for
24 papers
On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality
Daniel Bartl, Shahar Mendelson
Let be a real-valued random variable with distribution function . Set to be independent copies of and let be the corresponding empirical distribut…
Structure preservation via the Wasserstein distance
Daniel Bartl, Shahar Mendelson
We show that under minimal assumptions on a random vector and with high probability, given independent copies of , the coordinate distribution of each vec…
Sensitivity of multiperiod optimization problems in adapted Wasserstein distance
Daniel Bartl, Johannes Wiesel
We analyze the effect of small changes in the underlying probabilistic model on the value of multi-period stochastic optimization problems and optimal stopping problems. We work in…
Random embeddings with an almost Gaussian distortion
Daniel Bartl, Shahar Mendelson
Let be a symmetric, isotropic random vector in and let be independent copies of . We show that under mild assumptions on (a suitable th…
The Wasserstein space of stochastic processes
Daniel Bartl, Mathias Beiglböck, Gudmund Pammer
Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous a…
On Monte-Carlo methods in convex stochastic optimization
Daniel Bartl, Shahar Mendelson
We develop a novel procedure for estimating the optimizer of general convex stochastic optimization problems of the form , when the given…