8 citations · 12 across the 7 of their papers we have counts for
7 papers
Distorted optimal transport
Haiyan Liu, Bin Wang, Ruodu Wang +1
Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transpo…
Risk Concentration and the Mean-Expected Shortfall Criterion
Xia Han, Bin Wang, Ruodu Wang +1
Expected Shortfall (ES, also known as CVaR) is the most important coherent risk measure in finance, insurance, risk management, and engineering. Recently, Wang and Zitikis (2021) p…
Admissible ways of merging p-values under arbitrary dependence
Vladimir Vovk, Bin Wang, Ruodu Wang
Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically…
Sums of Standard Uniform Random Variables
Tiantian Mao, Bin Wang, Ruodu Wang
In this paper, we analyze the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature…
Compatible Matrices of Spearman's Rank Correlation
Bin Wang, Ruodu Wang, Yuming Wang
In this paper, we provide a negative answer to a long-standing open problem on the compatibility of Spearman's rho matrices. Following an equivalence of Spearman's rho matrices and…
Distributional Compatibility for Change of Measures
Jie Shen, Yi Shen, Bin Wang +1
In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices , we say that the tuples of probabili…