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Multivariate Stochastic Dominance via Optimal Transport and Applications to Models Benchmarking.
Gabriel Rioux
Apoorva Nitsure
Mattia Rigotti
Kristjan H. Greenewald
Youssef Mroueh
Published in:
CoRR (2024)
Keyphrases
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stochastic dominance
optimal solution
probabilistic model
statistical model
statistical models
closed form
data sets
model selection
regression model
experimental data
computational models
prior knowledge
dynamic programming
complex systems