2 citations · 2 across the 2 of their papers we have counts for
4 papers
Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures
Ariel Neufeld, Qikun Xiang
We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. B…
Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
Zeyi Chen, Ariel Neufeld, Qikun Xiang
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably,…
Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
Ariel Neufeld, Qikun Xiang
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not…
Feasible approximation of matching equilibria for large-scale matching for teams problems
Ariel Neufeld, Qikun Xiang
We propose a numerical algorithm for computing approximately optimal solutions of the matching for teams problem. Our algorithm is efficient for problems involving large number of…