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07/04/2023
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
We propose center-outward superquantile and expected shortfall functions...
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02/02/2023
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
We introduce a new stochastic algorithm for solving entropic optimal tra...
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10/13/2022
On the potential benefits of entropic regularization for smoothing Wasserstein estimators
This paper is focused on the study of entropic regularization in optimal...
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07/16/2021
Online Graph Topology Learning from Matrix-valued Time Series
This paper is concerned with the statistical analysis of matrix-valued t...
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07/12/2021
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
We introduce a new second order stochastic algorithm to estimate the ent...
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06/16/2020
CytOpT: Optimal Transport with Domain Adaptation for Interpreting Flow Cytometry data
The automated analysis of flow cytometry measurements is an active resea...
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04/24/2020
Sensor selection on graphs via data-driven node sub-sampling in network time series
This paper is concerned by the problem of selecting an optimal sampling ...
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01/28/2020
Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
This paper is concerned by the analysis of observations organized in a m...
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07/19/2019
Statistical data analysis in the Wasserstein space
This paper is concerned by statistical inference problems from a data se...
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07/17/2019
Freeness over the diagonal and outliers detection in deformed random matrices with a variance profile
We study the eigenvalues distribution of a GUE matrix with a variance pr...
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12/21/2018
Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
This paper is devoted to the stochastic approximation of entropically re...
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07/25/2018
Data-Oriented Algorithm for Real-Time Estimation of Flow Rates and Flow Directions in a Water Distribution Network
The aim of this paper is to present how data collected from a water dist...
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04/24/2018
Data-driven regularization of Wasserstein barycenters with an application to multivariate density registration
We present a framework to simultaneously align and smooth data in the fo...
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11/24/2017