Optimal transportation for the determinant
Résumé
Among $\R^3$-valued triples of random vectors $(X,Y,Z)$ having fixed marginal probability laws, what is the best way to jointly draw $(X,Y,Z)$ in such a way that the simplex generated by $(X,Y,Z)$ has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.
Origine | Fichiers produits par l'(les) auteur(s) |
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