Marco Cuturi
Tuesday, November 19, 2019 - 4:00pm to 5:00pm
CSE2 G04
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.