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
Nation-Building, Nationalism, and Wars
CREST Working Papers Series No. 2017-80
by Alberto Alesina, Bryony Reich and Alessandro Riboni
Measuring individual risk-attitudes: an experimental comparison between Holt & Laury measure and an insurance-choices-based procedure
CREST Working Papers Series No. 2017-79
by Anne Corcos, François Pannequin and Claude Montmarquette
Compulsory insurance and voluntary self-insurance: substitutes or complements? A matter of risk attitudes
CREST Working Papers Series No. 2017-78
by François Pannequin and Anne Corcos
Shapes of implied volatility with positive mass at zero
CREST Working Papers Series No. 2017-77
by Stefano De Marco, Caroline Hillairet and Antoine Jacquier