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Date
2023-12Type
- Book Chapter
ETH Bibliography
yes
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Abstract
Given a square integrable m-dimensional random variable X on a probability space (Ω, ℱ, ℙ) and a sub sigma-algebra A, we show that there exists another m-dimensional random variable Y, independent of A and minimizing the L² distance to X. Such results have an importance to fairness and bias reduction in artificial intelligence, machine learning and network theory. Show more
Publication status
publishedBook title
Peter Carr Gedenkschrift. Research Advances in Mathematical FinancePages / Article No.
Publisher
World ScientificSubject
Independence; Approximation; Transport theory; Optimal transport plan; Monge-KantorovichRelated publications and datasets
Is part of: https://doi.org/10.1142/13491
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ETH Bibliography
yes
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