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Weak Limits for Entropic Optimal Transport - Part II

Offered By: Centre International de Rencontres Mathématiques via YouTube

Tags

Optimal Transport Courses Central Limit Theorem Courses Convex Optimization Courses

Course Description

Overview

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Explore a comprehensive conference talk on weak limits for entropic optimal transport, delivered by Niles Weed at the Centre International de Rencontres Mathématiques in Marseille, France. Delve into advanced mathematical concepts including parametric cases, duality, proofs, improved Central Limit Theorem (CLT), dual optimality, convex optimization, and compact support. Gain insights from this hour-long presentation, which was part of the "Meeting in Mathematical Statistics" thematic meeting held on December 15, 2022. Access this video and other talks by renowned mathematicians through CIRM's Audiovisual Mathematics Library, featuring chapter markers, keywords, enriched content with abstracts and bibliographies, and a multi-criteria search function for easy navigation and comprehensive learning.

Syllabus

Introduction
Results
Parametric case
Duality
Proof
Connection
Improved CLT
Dual optimality
Convex optimization
Compact support
CLT
Remarks
Conclusion


Taught by

Centre International de Rencontres Mathématiques

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