activity
20162026
most citedRobust risk management via multi-marginal optimal transport

1 citations · 2 across the 12 of their papers we have counts for

collaborators

13 papers

stat.ML2026

Highly Data Parallelizable Estimation of the Sliced-Wasserstein Distance Using Cumulative Distribution Functions

Christophe Vauthier, Quentin Mérigot, Anna Korba

The Sliced Wasserstein (SW) distance has emerged as a computationally attractive alternative to the Wasserstein distance by leveraging one-dimensional optimal transport along rando…

math.OC2026

Semi-discrete convex order and Laguerre tessellation fitting

David P. Bourne, Thomas Gallouët, Quentin Mérigot +1

Laguerre tessellations offer an efficient way to parameterize a large class of convex partitions of Euclidean space using only a set of points and scalar weights. For this reason,…

math.OC2026

Polynomial diagrams for microstructure modelling

David P. Bourne, Maciej Buze, Thomas Gallouët +1

We formulate a framework of polynomial diagrams, which are a generalisation of power diagrams (PDs) and anisotropic power diagrams (APDs) allowing for boundaries between cells to b…

math.OC2026

Particle method for a nonlinear multimarginal optimal transport problem

Adrien Cances, Quentin Mérigot, Luca Nenna

We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling…

math.ST2025

Sharp comparisons between sliced and standard -Wasserstein distances

Guillaume Carlier, Alessio Figalli, Quentin Mérigot +1

Sliced Wasserstein distances are widely used in practice as a computationally efficient alternative to Wasserstein distances in high dimensions. In this paper, motivated by theoret…

math.MG2025

Stability of optimal transport maps on Riemannian manifolds

Jun Kitagawa, Cyril Letrouit, Quentin Mérigot

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure under variations of the target measure , when…

stat.ML2025

Towards Understanding Gradient Dynamics of the Sliced-Wasserstein Distance via Critical Point Analysis

Christophe Vauthier, Anna Korba, Quentin Mérigot

In this paper, we investigate the properties of the Sliced Wasserstein Distance (SW) when employed as an objective functional. The SW metric has gained significant interest in the…

math.AP2024

Gluing methods for quantitative stability of optimal transport maps

Cyril Letrouit, Quentin Mérigot

We establish quantitative stability bounds for the quadratic optimal transport map between a fixed probability density and a probability measure on . Un…

physics.comp-ph2024

Large-scale semi-discrete optimal transport with distributed Voronoi diagrams

Bruno Lévy, Nicolas Ray, Quentin Mérigot +1

In this article, we propose a numerical method to solve semi-discrete optimal transport problems for gigantic pointsets (108 points and more). By pushing the limits by several orde…

math.OC2024

Quantitative Stability of the Pushforward Operation by an Optimal Transport Map

Guillaume Carlier, Alex Delalande, Quentin Mérigot

We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight Hölder-beh…

math.OC2022★ 1 cited

Robust risk management via multi-marginal optimal transport

Hamza Ennaji, Quentin Mérigot, Luca Nenna +1

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but wh…

math.FA2021★ 1 cited

Quantitative Stability of Optimal Transport Maps under Variations of the Target Measure

Alex Delalande, Quentin Merigot

This work studies the quantitative stability of the quadratic optimal transport map between a fixed probability density and a probability measure on R^d , which we denote T…

math.NA2016

Convergence of a Newton algorithm for semi-discrete optimal transport

Jun Kitagawa, Quentin Mérigot, Boris Thibert

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription…