16 citations · 18 across the 4 of their papers we have counts for
4 papers
Stochastic Adaptive Gradient Descent Without Descent
Jean-François Aujol, Jérémie Bigot, Camille Castera
We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-…
Regularized estimation of Monge-Kantorovich quantiles for spherical data
Bernard Bercu, Jérémie Bigot, Gauthier Thurin
Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applicat…
Wasserstein multivariate auto-regressive models for modeling distributional time series
Yiye Jiang, Jérémie Bigot
This paper is focused on the statistical analysis of data consisting of a collection of multiple series of probability measures that are indexed by distinct time instants and suppo…
Characterization of barycenters in the Wasserstein space by averaging optimal transport maps
Jérémie Bigot, Thierry Klein
This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the po…