Johannes Wiesel
- The out-of-sample prediction error of the square-root-LASSO and related estimators
2022/11/14 by José Luis Montiel Olea, Olea, José Luis Montiel, Cynthia Rush +5 · 3 citations
Decision Sciences · #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Statistics Theory (math.ST)
- On the Martingale Schrödinger Bridge between Two Distributions
2024/01/10 by Marcel Nutz, Nutz, Marcel, Johannes Wiesel +1 · 3 citations
Mathematics · Physics and Astronomy · #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Quantum Mechanics and Non-Hermitian Physics #Spectral Theory in Mathematical Physics
- Sparsity of Quadratically Regularized Optimal Transport: Bounds on concentration and bias
2024/10/04 by Johannes Wiesel, Xingyu Xu, Wiesel, Johannes +1 · 3 citations
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR)
- An optimal transport based characterization of convex order
2022/07/04 by Johannes Wiesel, Erica Zhang, Wiesel, Johannes +1 · 2 citations
Mathematics · Medicine · #Markov Chains and Monte Carlo Methods #Drug Transport and Resistance Mechanisms
- Almost stochastic dominance via optimal transport
2026/07/30 by Alfred Müller, Johannes Wiesel
Mathematics · Economics, Econometrics and Finance · #math.PR #q-fin.MF #q-fin.RM