The Banff International Research Station will host the "Entropic
Regularization of Optimal Transport and Applications" workshop in Banff from
June 20 to June 25, 2021.
The theory of large deviations provides with a way to compute asymptotically the probability that an interacting particle system moves from a given configuration to another one over a fixed time interval. The problem of finding the most likely …
The optimal transport problem provides a fundamental and quantitative way to
measure the distance between probability distributions. Recently, it has been
successfully used to analyze the evolutionary dynamics in physics and biology.
Motivated by …
The kickoff event for PIHOT (the Pacific Interdisciplinary hub on Optimal
Transport) will take place on Jan 29-30th, 2021. Please see below for a
tentative schedule and connection instructions.
I present the ideas of Stochastic Portfolio Theory in a simple one dimensional
trading context. Additive functional portfolio generation and multiplicative
functional generation using a potential are contrasted. The Master Equation
introduced by …