5 citations · 8 across the 8 of their papers we have counts for
8 papers
Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
Zeyi Chen, Ariel Neufeld, Qikun Xiang
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably,…
Feasible approximation of matching equilibria for large-scale matching for teams problems
Ariel Neufeld, Qikun Xiang
We propose a numerical algorithm for computing feasible and approximately optimal solutions of the matching for teams problem. Specifically, we introduce the notion of approximate…
Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
Ariel Neufeld, Qikun Xiang
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not…
Binary Spatial Random Field Reconstruction from Non-Gaussian Inhomogeneous Time-series Observations
Shunan Sheng, Qikun Xiang, Ido Nevat +1
We develop a new model for spatial random field reconstruction of a binary-valued spatial phenomenon. In our model, sensors are deployed in a wireless sensor network across a large…
Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures
Ariel Neufeld, Qikun Xiang
We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. B…
A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning
Qikun Xiang, Ariel Neufeld, Gareth W. Peters +2
The cyber risk insurance market is at a nascent stage of its development, even as the magnitude of cyber losses is significant and the rate of cyber loss events is increasing. Exis…
Model-free bounds for multi-asset options using option-implied information and their exact computation
Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang
We consider derivatives written on multiple underlyings in a one-period financial market, and we are interested in the computation of model-free upper and lower bounds for their ar…
Bayesian Spatial Field Reconstruction with Unknown Distortions in Sensor Networks
Qikun Xiang, Ido Nevat, Gareth W. Peters
Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known…