Stephan Eckstein

According to our database, Stephan Eckstein authored at least 7 papers between 2020 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Estimating the Rate-Distortion Function by Wasserstein Gradient Descent.

Yibo Yang, Stephan Eckstein, Marcel Nutz, Stephan Mandt

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2022

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm.

Stephan Eckstein, Marcel Nutz

SIAM J. Math. Anal., 2022

Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.

Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein

SIAM J. Control. Optim., 2022

Dimensionality Reduction and Wasserstein Stability for Kernel Regression.

Stephan Eckstein, Armin Iske, Mathias Trabs

CoRR, 2022

2021

Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics.

Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój

SIAM J. Financial Math., 2021

2020

Lipschitz neural networks are dense in the set of all Lipschitz functions.

Stephan Eckstein

CoRR, 2020

MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics.

Luca De Gennaro Aquino, Stephan Eckstein

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020