The nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the evolution of information modelled by filtrations. The Sinkhorn divergence is a relaxation of the Wasserstein distance, which can be computed considerably faster. For this...

At the Lisbon Summit 2000 the EU set herself the goal of transforming the European Union by 2010 into “the most competitive and dynamic knowledge based economy in the world capable of sustainable economic growth with more and better jobs and greater social cohesion”. I take this statement as...