Piecewise Linear Approximation of Empirical Distributions under a Wasserstein Distance Constraint

Details

Ressource 1Download: Wasserstein_PWL_Approximation_Arbenz_Guevara_Preprint.pdf (7186.47 [Ko])
State: Public
Version: author
Serval ID
serval:BIB_0B54D99F9EE7
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Piecewise Linear Approximation of Empirical Distributions under a Wasserstein Distance Constraint
Journal
Journal of Statistical Computation and Simulation
Author(s)
Arbenz P., Guevara-Alarcón W.
ISSN
0094-9655
Publication state
Published
Issued date
07/08/2018
Peer-reviewed
Oui
Volume
88
Number
16
Pages
3193-3216
Language
english
Keywords
Monte Carlo simulation, empirical distribution, piecewise linear approximation, Wasserstein distance, compression.
URN
urn:nbn:ch:serval-BIB_0B54D99F9EE74
OAI-PMH
oai:serval.unil.ch:BIB_0B54D99F9EE7
DOI
10.1080/00949655.2018.1506454
Create date
27/07/2018 16:11
Last modification date
21/08/2019 6:08
Usage data