CREST Working Papers Series No. 2017-88
by Bastien Alonzo, Philippe Drobinski, Riwal Plougonven and Peter Tankov
Optimal management of a wind power plant with storage capacity
CREST Working Papers Series No. 2017-87
by Jérôme Collet, Olivier Féron and Peter Tankov
Computational Optimal Transport
CREST Working Papers Series No. 2017-86
by Gabriel Peyré and Marco Cuturi
Log-PCA versus Geodesic PCA of histograms in the Wasserstein space
CREST Working Papers Series No. 2017-85
by Elsa Cazelles, Vivien Seguy, Jérémie Bigot, Marco Cuturi and Nicolas Papadakis
Wasserstein Dictionary Learning: Optimal Transport-based unsupervised non-linear dictionary learning
CREST Working Papers Series No. 2017-84
by Morgan A. Schmitz, Matthieu Heitz, Nicolas Bonneel, Fred Ngolè and David Coeurjolly
Learning Generative Models with Sinkhorn Divergences
CREST Working Papers Series No. 2017-83
by Aude Geneway, Gabriel Peyré and Marco Cuturi
Sliced Wasserstein Kernel for Persistence Diagrams
CREST Working Papers Series No. 2017-82
by Mathieu Carrière, Marco Cuturi and Steve Oudot
Soft-DTW: a Differentiable Loss Function for Time-Series
CREST Working Papers Series No. 2017-81
by Marco Cuturi and Mathieu Blondel