399 citations · 1.4k across the 49 of their papers we have counts for
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SISTA: learning optimal transport costs under sparsity constraints
Guillaume Carlier, Arnaud Dupuy, Alfred Galichon +1
In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport problems. SISTA is a hybrid between two classical methods, coo…
Vector quantile regression beyond correct specification
Guillaume Carlier, Victor Chernozhukov, Alfred Galichon
This paper studies vector quantile regression (VQR), which is a way to model the dependence of a random vector of interest with respect to a vector of explanatory variables so to c…
Variational representations for N-cyclically monotone vector fields
Alfred Galichon, Nassif Ghoussoub
Given a convex bounded domain in and an integer , we associate to any jointly -monotone -tuplet of vector fields…
Pareto efficiency for the concave order and multivariate comonotonicity
Guillaume Carlier, Rose-Anne Dana, Alfred Galichon
In this paper, we focus on efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a comonotone dominance principle, due to Landsberger…
From Knothe's transport to Brenier's map and a continuation method for optimal transport
Guillaume Carlier, Alfred Galichon, Filippo Santambrogio
A simple procedure to map two probability measures in is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the margin…