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SISTA: learning optimal transport costs under sparsity constraints

Carlier, Guillaume; Dupuy, Arnaud; Galichon, Alfred; … - 2021

In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport problems. SISTA is a hybrid between two classical methods, coordinate descent ("S"-inkhorn) and proximal gradient descent ("ISTA"). It alternates between a phase of exact...

Persistent link: https://www.econbiz.de/10012519120

Vector quantile regression and optimal transport, from theory to numerics

Carlier, Guillaume; Chernozhukov, Victor; De Bie, Gwendoline - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 35-62

Persistent link: https://www.econbiz.de/10012819432

A survey of some recent applications of optimal transport methods to econometrics

Galichon, Alfred - In: The econometrics journal 20 (2017) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011757364

Optimal transport methods in economics

Galichon, Alfred - 2016

Persistent link: https://www.econbiz.de/10012498179

Optimal transport and Cournot-Nash equilibria

Blanchet, Adrien; Carlier, Guillaume - In: Mathematics of operations research 41 (2016) 1, pp. 125-145

Persistent link: https://www.econbiz.de/10011448344

Matching for teams

Carlier, Guillaume; Ekeland, Ivar - In: Economic theory : official journal of the Society for … 42 (2010) 2, pp. 397-418

Persistent link: https://www.econbiz.de/10003930639

Optimal derivatives design for mean-variance agents under adverse selection

Carlier, Guillaume; Ekeland, Ivar; Touzi, Nizar - In: Mathematics and financial economics 1 (2007) 1, pp. 57-80

Persistent link: https://www.econbiz.de/10003576940

Optimal transportation and the falsifiability of incompletely specified economic models

Ekeland, Ivar; Galichon, Alfred; Henry, Marc - In: Economic theory : official journal of the Society for … 42 (2010) 2, pp. 355-374

Persistent link: https://www.econbiz.de/10003930636

Set identification in models with multiple equilibria

Galichon, Alfred; Henry, Marc - In: The review of economic studies 78 (2011) 4, pp. 1264-1298

Persistent link: https://www.econbiz.de/10009383679

Optimal Transport Methods in Economics

Galichon, Alfred - 2016

This is a preliminary draft of the manuscript of my textbook "Optimal Transport Methods in Economics" (to appear), based on lectures given at MIT in Spring 2015. The present preprint version is circulated to invite comments by readers

Persistent link: https://www.econbiz.de/10013002782