Results 101 to 110 of about 24,886 (258)
Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. [PDF]
J Glob Optim, 2022 Chen D, Wu Y, Li J, Ding X, Chen C.
europepmc +1 more source
Skorohod Representation Theorem Via Disintegrations [PDF]
Let (µn : n >= 0) be Borel probabilities on a metric space S such that µn -> µ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables Xn satisfying Xn - µn for all n and Xn -> X0 in probability.
Luca Pratelli +2 more
core
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Optimal transport on gas networks
European Journal of Applied MathematicsOptimal transport tasks naturally arise in gas networks, which include a variety of constraints such as physical plausibility of the transport and the avoidance of extreme pressure fluctuations.
Ariane Fazeny +2 more
doaj +1 more source
DOTmark – A Benchmark for Discrete Optimal Transport
IEEE Access, 2017 The Wasserstein metric or earth mover's distance is a useful tool in statistics, computer science and engineering with many applications to biological or medical imaging, among others. Especially in the light of increasingly complex data, the computation
Jorn Schrieber +2 more
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Journal of Fish Biology, EarlyView.Abstract Electroanaesthesia using electric fish handling gloves induced rapid and reversible sedation of Atlantic mackerel (Scomber scombrus) during surgical tagging without observable adverse effects on behaviour or tag retention. In the laboratory, survival analyses revealed that longer handling times and smaller body sizes significantly reduced ...
Caliyena R. Brown +4 more
wiley +1 more source
On the Stochastic Convergence of Representations Based on Wasserstein Metrics
The Annals of Probability, 1993 Under some regularity conditions an optimal coupling of two probability measures on a Hilbert space can be found in the form \((X,H(X))\) for some monotone function \(H\). It is shown that convergence of \(P_ n\) to \(P\) in distribution implies a.s. convergence of the optimal coupling functions \(H_ n\) in the finite-dimensional case. For the infinite-
openaire +3 more sources
Validation of machine learning based scenario generators
Journal of Risk and Insurance, EarlyView.Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley +1 more source
EnergiesThe rapid integration of distributed energy resources (DERs) such as photovoltaics (PV), wind turbines, and energy storage systems has transformed modern power systems, with hosting capacity optimization emerging as a critical challenge.
Jun Han +4 more
doaj +1 more source
Bounding adapted Wasserstein metrics
The Wasserstein distance $\mathcal{W}_p$ is an important instance of an optimal transport cost. Its numerous mathematical properties as well as applications to various fields such as mathematical finance and statistics have been well studied in recent years.
Blanchet, Jose +3 more
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