50 citations · 153 across the 32 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.PR2021
Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections
Guillaume Carlier, Gero Friesecke, Daniela Vögler
We present a novel analogue for finite exchangeable sequences of the de Finetti, Hewitt and Savage theorem and investigate its implications for multi-marginal optimal transport (MM…
econ.GN2021★ 11 cited
Vector quantile regression and optimal transport, from theory to numerics
Guillaume Carlier, Victor Chernozhukov, Gwendoline De Bie +1
In this paper, we first revisit the Koenker and Bassett variational approach to (univariate) quantile regression, emphasizing its link with latent factor representations and correl…