神经网络的（鞅）最优输运和异常检测：一种原始对偶法
(Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm
摘要：
在本文中，我们介绍了一个原始对偶法解决（鞅）最优运输问题，费用函数满足扭曲条件，接近最近已被用于训练生成对抗网络。作为一些额外的应用，我们考虑异常检测和自动生成的金融数据。
英文摘要：
In this paper, we introduce a primal-dual algorithm for solving (martingale) optimal transportation problems, with cost functions satisfying the twist condition, close to the one that has been used recently for training generative adversarial networks. As some additional applications, we consider anomaly detection and automatic generation of financial data.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
