2 papers
math.OC2024
Scenario Tree Reduction via Wasserstein Barycenters
Daniel Mimouni, Paul Malisani, Jiamin Zhu +1
Scenario tree reduction techniques are essential for achieving a balance between an accurate representation of uncertainties and computational complexity when solving multistage st…
math.OC2024
Computing Wasserstein Barycenter via operator splitting: the method of averaged marginals
Daniel Mimouni, P Malisani, J. Zhu +1
The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc.…