92 results on '"Wong, Ting-Kam Leonard"'
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2. JKO schemes with general transport costs
3. Information Geometry for the Working Information Theorist
4. Conformal mirror descent with logarithmic divergences
5. Bregman-Wasserstein divergence: geometry and applications
6. Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data
7. Conformal Mirror Descent with Logarithmic Divergences
8. Tsallis and R\'{e}nyi deformations linked via a new $\lambda$-duality
9. Projections with logarithmic divergences
10. Functional portfolio optimization in stochastic portfolio theory
11. Scalable Gradients for Stochastic Differential Equations
12. Random concave functions
13. Logarithmic divergences: geometry and interpretation of curvature
14. Pseudo-Riemannian geometry embeds information geometry in optimal transport
15. Time-consistent conditional expectation under probability distortion
16. Pseudo-Riemannian geometry encodes information geometry in optimal transport
17. Multiplicative Schr\'odinger problem and the Dirichlet transport
18. Random walks and induced Dirichlet forms on compact spaces of homogeneous type
19. Logarithmic divergences from optimal transport and R\'enyi geometry
20. On portfolios generated by optimal transport
21. Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio
22. Exponentially concave functions and a new information geometry
23. Random walks and induced Dirichlet forms on self-similar sets
24. Universal portfolios in stochastic portfolio theory
25. Information Geometry in Portfolio Theory
26. Optimization of relative arbitrage
27. The geometry of relative arbitrage
28. Multiplicative Schrödinger problem and the Dirichlet transport
29. λ-Deformed probability families with subtractive and divisive normalizations
30. Projections with Logarithmic Divergences
31. Energy, entropy, and arbitrage
32. Induced measures of simple random walks on Sierpinski graphs
33. Conformal mirror descent with logarithmic divergences.
34. EXPONENTIALLY CONCAVE FUNCTIONS AND A NEW INFORMATION GEOMETRY
35. Random Walks and Induced Dirichlet Forms on Compact Spaces of Homogeneous Type
36. Logarithmic divergences from optimal transport and Rényi geometry
37. Random walks and induced Dirichlet forms on self-similar sets
38. Logarithmic Divergences: Geometry and Interpretation of Curvature
39. Information Geometry in Portfolio Theory
40. Conformal mirror descent with logarithmic divergences
41. Tsallis and Rényi Deformations Linked via a New λ-Duality
42. Random concave functions
43. The geometry of relative arbitrage
44. Optimization of relative arbitrage
45. λ-Deformation: A Canonical Framework for Statistical Manifolds of Constant Curvature
46. Time-Consistent Conditional Expectation Under Probability Distortion
47. Pseudo-Riemannian geometry encodes information geometry in optimal transport
48. Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
49. Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio.
50. The geometry of relative arbitrage
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