Optimal transport has gained increasing attention in recent years due to the modeling power and computational tractability. In this talk, I will first study the duality of optimal transport for discrete probability measures and extend to continuous probability measures. Then, I will talk about the optimization to solve optimal transport problems via the Sinkhorn methods. I will also study the statistical properties of optimal transport: the curse of dimensionality. I will present two ideas to beat the curse of dimensionality: projection and smoothing. Finally, I will discuss two applications: Wasserstein GANs and distributionally robust optimization.
18 Apr 2023
10:30am - 11:30am
Where
https://hkust.zoom.us/j/5616960008 (Passcode: hkust)
Speakers/Performers
Dr. Nian SI
University of Chicago
University of Chicago
Organizer(S)
Department of Mathematics
Contact/Enquiries
Payment Details
Audience
Alumni, Faculty and staff, PG students, UG students
Language(s)
English
Other Events
22 Nov 2024
Seminar, Lecture, Talk
IAS / School of Science Joint Lecture - Leveraging Protein Dynamics Memory with Machine Learning to Advance Drug Design: From Antibiotics to Targeted Protein Degradation
Abstract
Protein dynamics are fundamental to protein function and encode complex biomolecular mechanisms. Although Markov state models have made it possible to capture long-timescale protein co...
8 Nov 2024
Seminar, Lecture, Talk
IAS / School of Science Joint Lecture - Some Theorems in the Representation Theory of Classical Lie Groups
Abstract
After introducing some basic notions in the representation theory of classical Lie groups, the speaker will explain three results in this theory: the multiplicity one theorem for classical...