Distributional barycenter problem through data-driven flows

Numerical methods for model-free pricing in finance, optimal transport, and cyber risk management

“…[2018], Bigot, Cazelles, and Papadakis [2019], pattern recognition [Tabak, Trigila, and Zhao, 2022], image synthesis [Kuang and Tabak, 2019], clustering [Ye, Wu, Wang, and Li, 2017], and various other fields in machine learning. Most studies about the computation of Wasserstein barycenter focus on the case where 𝜇 1 , .…”