Constrained Reweighting of Distributions: An Optimal Transport Approach
We commonly encounter the problem of identifying an optimally weight-adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the moments, tail behavior, shapes, number of modes, etc., of th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/26/3/249 |