3 papers
math.PR2025
Convergence of the adapted empirical measure for mixing observations
Ruslan Mirmominov, Johannes Wiesel
The adapted Wasserstein distance is a modification of the classical Wasserstein metric, that provides robust and dynamically consistent comparisons of laws of stocha…
math.PR2025
Dynamic characterization of barycentric optimal transport problems and their martingale relaxation
Ivan Guo, Severin Nilsson, Johannes Wiesel
We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juill…
math.OC2024
Sparsity of Quadratically Regularized Optimal Transport: Bounds on concentration and bias
Johannes Wiesel, Xingyu Xu
We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals and . It has been empirically observed that the o…