19 citations · 20 across the 5 of their papers we have counts for
5 papers · 1 filter
Convergence rates for regularized unbalanced optimal transport: the discrete case
Luca Nenna, Paul Pegon, Louis Tocquec
Unbalanced optimal transport (UOT) is a natural extension of optimal transport (OT) allowing comparison between measures of different masses. It arises naturally in machine learnin…
An ordinary differential equation for entropic optimal transport and its linearly constrained variants
Joshua Zoen-Git Hiew, Luca Nenna, Brendan Pass
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete margina…
Convergence rate of entropy-regularized multi-marginal optimal transport costs
Luca Nenna, Paul Pegon
We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter tends to…
Robust risk management via multi-marginal optimal transport
Hamza Ennaji, Quentin Mérigot, Luca Nenna +1
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but wh…
A note on Cournot-Nash equilibria and Optimal Transport between unequal dimensions
Luca Nenna, Brendan Pass
This note is devoted to study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by minimisation of some cost related to Optimal Transpo…