4 papers
A Unified Kantorovich Duality for Multimarginal Optimal Transport
Yehya Cheryala, Mokhtar Z. Alaya, Salim Bouzebda
We study Kantorovich duality for multimarginal optimal transport (MOT) with bounded continuous cost functions. The main focus is not only the equality between the primal and dual v…
Bounds in Wasserstein Distance for Locally Stationary Functional Time Series
Jan Nino G. Tinio, Mokhtar Z. Alaya, Salim Bouzebda
Functional time series (FTS) extend traditional methodologies to accommodate data observed as functions/curves. A significant challenge in FTS consists of accurately capturing the…
Sparsified-Learning for High-Dimensional Heavy-Tailed Locally Stationary Time Series, Concentration and Oracle Inequalities
Yingjie Wang, Mokhtar Z. Alaya, Salim Bouzebda +1
Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the m…
Bounds in Wasserstein Distance for Locally Stationary Processes
Jan Nino G. Tinio, Mokhtar Z. Alaya, Salim Bouzebda
Locally stationary (LSPs) constitute an essential modeling paradigm for capturing the nuanced dynamics inherent in time series data whose statistical characteristics, including mea…