Back to Departmental Colloquium: Spring 2023
Departmental Colloquium
Date: Thursday, Apr 6, 2023
Time: 4:00PM - 5:00PM
Location: JWB 335
Soumik Pal
University of Washington
Title |
An invitation to entropy-regularized optimal transport |
Abstract |
The theory of Monge-Kantorovich optimal transport has become widely popular in various applications in statistics and data science. Part of this popularity is due to the computational efficiency of a regularized version of the problem with the entropy serving as a penalty function. It turns out that this entropy-regularized version of optimal transport is itself mathematically rich and a confluence of ideas from large deviations, stochastic processes, geometry, and PDEs. We will talk about the rapid development in the theory, almost all of it in the last decade, and many open questions. |
Probability
Applied Mathematics