activity
20172025
most citedOn portfolios generated by optimal transport

2 citations · 3 across the 6 of their papers we have counts for

collaborators

15 papers

math.ST2025

Maximum likelihood estimation for the -exponential family

Xiwei Tian, Ting-Kam Leonard Wong, Jiaowen Yang +1

The -exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the…

math.PR2025

On the Wasserstein alignment problem

Soumik Pal, Bodhisattva Sen, Ting-Kam Leonard Wong

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces -- namely the…

math.PR2024

Adapted optimal transport between Gaussian processes in discrete time

Madhu Gunasingam, Ting-Kam Leonard Wong

We derive explicitly the adapted -Wasserstein distance between non-degenerate Gaussian distributions on and characterize the optimal bicausal coupling(s). This le…

math.AP2024

JKO schemes with general transport costs

Cale Rankin, Ting-Kam Leonard Wong

We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We sho…

cs.IT20231 cited

Information Geometry for the Working Information Theorist

Kumar Vijay Mishra, M. Ashok Kumar, Ting-Kam Leonard Wong

Information geometry is a study of statistical manifolds, that is, spaces of probability distributions from a geometric perspective. Its classical information-theoretic application…

math.PR2023

Bregman-Wasserstein divergence: geometry and applications

Amanjit Singh Kainth, Cale Rankin, Ting-Kam Leonard Wong

The Bregman-Wasserstein divergence is the optimal transport cost when the underlying cost function is given by a Bregman divergence, and arises naturally in fields such as statisti…