168 citations · 455 across the 62 of their papers we have counts for
65 papers
Probability of worthwhile effect of monotone-response treatments
Benjamin Côté, Ruodu Wang
Experiments may, by design, prevent one from observing on a single subject both the response to a treatment and to its absence. Because of this, marginal distributions for both cas…
Diamond transports in quadratic-form and distorted optimal transport
Ruodu Wang, Zhenyuan Zhang
The diamond transport is generated by the uniform law on a diamond-shaped copula support. Since a classical optimal transport (OT) objective is affine in the coupling, this transpo…
A duality between utility transforms and probability distortions
Christopher P. Chambers, Peng Liu, Ruodu Wang
In this paper, we establish a mathematical duality between utility transforms and probability distortions. These transforms play a central role in decision under risk by forming th…
Distorted optimal transport
Haiyan Liu, Bin Wang, Ruodu Wang +1
Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transpo…
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity
Giulio Principi, Peter P. Wakker, Ruodu Wang
Comonotonicity (``same variation'') of random variables minimizes hedging possibilities and has been widely used, e.g., in Gilboa and Schmeidler's ambiguity models. This paper inve…
Invariant correlation under marginal transforms
Takaaki Koike, Liyuan Lin, Ruodu Wang
A useful property of independent samples is that their correlation remains the same after applying marginal transforms. This invariance property plays a fundamental role in statist…