|
Anita Kollwitz

Marcel Nutz, Columbia Univ. New York: Entropic Optimal Transport (Oberseminar Mathematische Stochastik)

Wednesday, 12.05.2021 17:00 per ZOOM: 61828242813

Mathematik und Informatik

Applied optimal transport is flourishing after computational advances have enabled its use in real-world problems with large data sets. Entropic regularization is a key method to approximate optimal transport in high dimensions while retaining feasible computational complexity. In this talk we discuss the convergence of entropic optimal transport to the unregularized counterpart as the regularization parameter vanishes, as well as the stability of entropic optimal transport with respect to the marginals. A geometric approach reminiscent of c-cyclical monotonicity is emphasized. Based on joint works with Espen Bernton (Columbia), Promit Ghosal (MIT), Johannes Wiesel (Columbia).



Angelegt am Friday, 26.03.2021 12:01 von Anita Kollwitz
Geändert am Thursday, 06.05.2021 12:02 von Anita Kollwitz
[Edit | Vorlage]

Oberseminare und sonstige Vorträge
Stochastik