Weak Limits for Entropic Optimal Transport - Part II
Offered By: Centre International de Rencontres Mathématiques via YouTube
Course Description
Overview
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
Related Courses
Optimal Transport and PDE - Gradient Flows in the Wasserstein MetricSimons Institute via YouTube Crash Course on Optimal Transport
Simons Institute via YouTube Learning From Ranks, Learning to Rank - Jean-Philippe Vert, Google Brain
Alan Turing Institute via YouTube Optimal Transport for Machine Learning - Gabriel Peyre, Ecole Normale Superieure
Alan Turing Institute via YouTube Regularization for Optimal Transport and Dynamic Time Warping Distances - Marco Cuturi
Alan Turing Institute via YouTube