36 citations · 163 across the 33 of their papers we have counts for
38 papers
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Bernard Bercu, Jeremie Bigot, Gauthier Thurin
We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and co…
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
Bernard Bercu, Jérémie Bigot, Gauthier Thurin
We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures and . Our work is motivated by th…
On the potential benefits of entropic regularization for smoothing Wasserstein estimators
Jérémie Bigot, Paul Freulon, Boris P. Hejblum +1
This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff bet…
Online Graph Topology Learning from Matrix-valued Time Series
Yiye Jiang, Jérémie Bigot, Sofian Maabout
The focus is on the statistical analysis of matrix-valued time series, where data is collected over a network of sensors, typically at spatial locations, over time. Each sensor rec…
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bernard Bercu, Jérémie Bigot, Sébastien Gadat +1
We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arb…
CytOpT: Optimal Transport with Domain Adaptation for Interpreting Flow Cytometry data
Paul Freulon, Jérémie Bigot, Boris P. Hejblum
The automated analysis of flow cytometry measurements is an active research field. We introduce a new algorithm, referred to as CytOpT, using regularized optimal transport to direc…