Insalata di Matematica "A brief introduction to entropic optimal transport"

Il 14 Dicembre 2022, alle 4:00 pm (CET), nel quadro della serie di seminari Insalate di Matematica, Armand Ley (Université de Haute-Alsace) parlerà di

TitleA brief introduction to entropic optimal transport

Abstract:  In this talk, staying in the discrete setting, we will first introduce the Monge-Kantorovitch problem, which is the central problem in optimal transport. After this, we will say a few words about a functional called ”entropy” (with a generalized version of it) and present its properties. This will then allow us to discuss an entropically penalized version of the Monge-Kantorovitch problem and provide some numerical illustrations of the results/interpretations presented hereafter. I will finally discuss the issues arising when we try to generalize the presented results in the non-discrete setting.
 
KeywordsOptimal transport - Entropy - Sinkhorn algorithm - Convergence in probability spaces
 
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