Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Guillaume Carlier"'
Autor:
Maïtine Bergounioux, Édouard Oudet, Martin Rumpf, Guillaume Carlier, Thierry Champion, Filippo Santambrogio
By discussing topics such as shape representations, relaxation theory and optimal transport, trends and synergies of mathematical tools required for optimization of geometry and topology of shapes are explored. Furthermore, applications in science an
Autor:
Guillaume Carlier
Publikováno v:
SIAM Journal on Optimization. 32:786-794
Publikováno v:
Mathematics and Financial Economics
Mathematics and Financial Economics, 2023, ⟨10.1007/s11579-023-00333-z⟩
Mathematics and Financial Economics, 2023, ⟨10.1007/s11579-023-00333-z⟩
International audience; We consider an economy made of competing firms which are heterogeneous in their capital and use several inputs for producing goods. Their consumption policy is fixed rationally by maximizing a utility and their capital cannot
We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times \mathbb{R}^d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d3024cff6a9d7f777b6bee299c1c52d
http://arxiv.org/abs/2206.03347
http://arxiv.org/abs/2206.03347
Autor:
Guillaume Carlier
Publikováno v:
Advanced Textbooks in Mathematics ISBN: 9781800610651
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66a604a50116d1a63bca69411fbf2187
https://doi.org/10.1142/q0314
https://doi.org/10.1142/q0314
Publikováno v:
Communications on Pure and Applied Mathematics.
We present a novel analogue for finite exchangeable sequences of the de Finetti, Hewitt and Savage theorem and investigate its implications for multi-marginal optimal transport (MMOT) and Bayesian statistics. If $(Z_1,...,Z_N)$ is a finitely exchange
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6be842dd9761c501616e9897da27eb1d
https://hal.archives-ouvertes.fr/hal-03504025/document
https://hal.archives-ouvertes.fr/hal-03504025/document
In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport problems. SISTA is a hybrid between two classical methods, coordinate descent ("S"-inkhorn) and proximal gradient descent ("ISTA").
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b50760c384fe4258defb0ba31c9ebf6
https://hal.archives-ouvertes.fr/hal-03504045
https://hal.archives-ouvertes.fr/hal-03504045
Publikováno v:
Journal of Mathematical Economics
Journal of Mathematical Economics, 2020, 88, pp.64-71. ⟨10.1016/j.jmateco.2020.03.002⟩
Journal of Mathematical Economics, Elsevier, 2020, 88, pp.64-71. ⟨10.1016/j.jmateco.2020.03.002⟩
Journal of Mathematical Economics, 2020, 88, pp.64-71. ⟨10.1016/j.jmateco.2020.03.002⟩
Journal of Mathematical Economics, Elsevier, 2020, 88, pp.64-71. ⟨10.1016/j.jmateco.2020.03.002⟩
International audience; We prove an existence result for the principal-agent problem with adverse selection under general assumptions on preferences and allo-cation spaces. Instead of assuming that the allocation space is finite-dimensional or compa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ecc44a49eea6a10dcc97dfd42177d85
https://hal.science/hal-03489779
https://hal.science/hal-03489779
Publikováno v:
ESAIM: Mathematical Modelling and Numerical Analysis. 52:2133-2148
Monge’s problem with a Finsler cost is intimately related to an optimal ow problem. Discretization of this problem and its dual leads to a well-posed finite-dimensional saddle-point problem which can be solved numerically relatively easily by an au