Statistical Optimal Transport
École d'Été de Probabilités de Saint-Flour XLIX – 2019
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Beschreibung
This monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning. It is primarily tailored for students and researchers in these fields, yet it remains accessible to a broader audience of applied mathematicians and computer scientists. Each chapter is complemented with exercises for the reader to test their understanding. As such, this monograph is suitable for a graduate course on the topic of statistical optimal transport.
This monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning. It is primarily tailored for students and researchers in these fields, yet it remains accessible to a broader audience of applied mathematicians and computer scientists. Each chapter is complemented with exercises for the reader to test their understanding. As such, this monograph is suitable for a graduate course on the topic of statistical optimal transport.
Gathers scattered material on optimal transport central to applications in statistics and machine learning Provides a unique overview of the current state of statistical optimal transport Includes in-depth mathematical treatment of novel questions arising in statistical optimal transport
Autor*in
Sinho Chewi
Themen in »Statistical Optimal Transport«
Optimal Transport Wasserstein Gradient Flows Wasserstein Barycenters Transport Map Estimation Entropic Optimal Transport