Stephan Eckstein

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 9

Top Topics

Kernel Regression

Top Venues

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Stephan Eckstein, Marcel Nutz
Convergence Rates for Regularized Optimal Transport via Quantization. Math. Oper. Res. 49 (2) (2024)
Yibo Yang, Stephan Eckstein, Marcel Nutz, Stephan Mandt
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent. CoRR (2023)
Yibo Yang, Stephan Eckstein, Marcel Nutz, Stephan Mandt
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent. NeurIPS (2023)
Stephan Eckstein, Armin Iske, Mathias Trabs
Dimensionality Reduction and Wasserstein Stability for Kernel Regression. CoRR (2022)
Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness. SIAM J. Control. Optim. 60 (1) (2022)
Stephan Eckstein, Marcel Nutz
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm. SIAM J. Math. Anal. 54 (6) (2022)
Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics. SIAM J. Financial Math. 12 (1) (2021)
Stephan Eckstein
Lipschitz neural networks are dense in the set of all Lipschitz functions. CoRR (2020)
Luca De Gennaro Aquino, Stephan Eckstein
MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics. NeurIPS (2020)