Gauthier Thurin | DeepAI

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Featured Co-authors

Jérémie Bigot
14 publications
Bernard Bercu
9 publications

research

∙ 07/04/2023

Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements

We propose center-outward superquantile and expected shortfall functions...

0 Bernard Bercu, et al. ∙

research

∙ 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...

0 Bernard Bercu, et al. ∙