3 papers
math.PR2026
Talagrand-type transport inequalities for path spaces over Carnot groups
Peter K. Friz, Helena Kremp, Vaios Laschos +2
We consider Talagrand-type transportation inequalities for the law of Brownian motion on Carnot groups. An important example is the lift of standard Brownian motion to the Brownian…
cs.LG2019
Training Generative Networks with general Optimal Transport distances
Vaios Laschos, Jan Tinapp, Klaus Obermayer
We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the afo…
math.OC2018
Exit Time Risk-Sensitive Control for Systems of Cooperative Agents
Paul Dupuis, Vaios Laschos, Kavita Ramanan
We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing…