65 citations · 210 across the 15 of their papers we have counts for
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math.PR2020★ 3 cited
Entropic Compressibility of Lévy Processes
Julien Fageot, Alireza Fallah, Thibaut Horel
In contrast to their seemingly simple and shared structure of independence and stationarity, Lévy processes exhibit a wide variety of behaviors, from the self-similar Wiener proces…
math.ST2020★ 13 cited
Optimal Bounds between -Divergences and Integral Probability Metrics
Rohit Agrawal, Thibaut Horel
The families of -divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely use…
cs.GT2020★ 6 cited
Towards Data Auctions with Externalities
Anish Agarwal, Munther Dahleh, Thibaut Horel +1
The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externali…