Jean B Lasserre

activity

20242026

collaborators

3 papers

math.OC2026

Connecting max-entropy with computational geometry, LP and SDP

Jean B Lasserre

We consider the well-known max-(relative) entropy problem $Θ$ (y) = infQ $≪$ P DKL(Q P ) with Kullback-Leibler divergence on a domain $Ω$ $\subset$ R d , and with ''moment'' constra…

math.OC2025

An extension of the mean value theorem

Jean B Lasserre

Let ( $Ω$ , $μ$ ) be a measure space with $Ω$ $\subset$ R d and $μ$ a finite measure on $Ω$ . We provide an extension of the Mean Value Theorem (MVT) in the form It is valid for non co…

math.OC2024

Gaussian mixtures closest to a given measure via optimal transport

Jean-Bernard Lasserre

Given a determinate (multivariate) probability measure $μ$ , we characterize Gaussian mixtures $ν_ϕ$ which minimize the Wasserstein distance $W_2 (μ, ν_ϕ)$ to $μ$ when the mixing p…