Marco Cuturi; Computational Optimal Transport

Marco CuturiGoogle Brain, Paris
Tuesday Nov 19, 2019, CSE2 (Gates) G04, 4-5pm

Title: Computational Optimal Transport

Abstract: I will give in this talk a short introduction to optimal
transport theory, a fecund field at the intersection of analysis,
probability and PDEs crowned by two Field’s medals (Villani,’10 and
Figalli,’18) and which has now found applications in data-sciences,
notably biology, graphics, NLP and imaging. I will explain how these
intuitive tools require some adaptation before being used in
high-dimensional settings, and present computational strategies to
cope with the challenges of scale arising from the use of this theory
on real-life problems.