Stephan Eckstein

12 papers A* 2Journal 10
YearRankTypeTitle / Venue / Authors
2026 J jnl
Time-Causal VAE: Robust Financial Time Series Generator.
SIAM J. Financial Math.
Beatrice Acciaio, Stephan Eckstein, Songyan Hou
2024 J jnl
Convergence Rates for Regularized Optimal Transport via Quantization.
Math. Oper. Res.
Stephan Eckstein, Marcel Nutz
2024 J jnl
Time-Causal VAE: Robust Financial Time Series Generator.
CoRR
Beatrice Acciaio, Stephan Eckstein, Songyan Hou
2023 J jnl
Dimensionality Reduction and Wasserstein Stability for Kernel Regression.
J. Mach. Learn. Res.
Stephan Eckstein, Armin Iske, Mathias Trabs
2023 A* conf
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent.
NeurIPS
Yibo Yang, Stephan Eckstein, Marcel Nutz, Stephan Mandt
2023 J jnl
Estimating the Rate-Distortion Function by Wasserstein Gradient Descent.
CoRR
Yibo Yang, Stephan Eckstein, Marcel Nutz, Stephan Mandt
2022 J jnl
Dimensionality Reduction and Wasserstein Stability for Kernel Regression.
CoRR
Stephan Eckstein, Armin Iske, Mathias Trabs
2022 J jnl
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.
SIAM J. Control. Optim.
Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein
2022 J jnl
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm.
SIAM J. Math. Anal.
Stephan Eckstein, Marcel Nutz
2021 J jnl
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics.
SIAM J. Financial Math.
Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój
2020 J jnl
Lipschitz neural networks are dense in the set of all Lipschitz functions.
CoRR
Stephan Eckstein
2020 A* conf
MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics.
NeurIPS
Luca De Gennaro Aquino, Stephan Eckstein