Sampling of probability measures in the convex order by Wasserstein projection (Q2227463)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling of probability measures in the convex order by Wasserstein projection |
scientific article |
Statements
Sampling of probability measures in the convex order by Wasserstein projection (English)
0 references
15 February 2021
0 references
convex order
0 references
martingale optimal transport
0 references
Wasserstein distance
0 references
sampling techniques
0 references
linear programming
0 references
0 references
0 references
0 references
