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Applications of optimal transportation in causal inference

Optimal transportation, at its core, is a powerful framework for obtaining structured yet general couplings between general probability measures based on matching underlying characteristics. This framework lends itself naturally to applications in …

Learning Tasks in the Wasserstein Space

Detecting differences and building classifiers between distributions, given only finite samples, are important tasks in a number of scientific fields. Optimal transport (OT) has evolved as the most natural concept to measure the distance between …

Effect of Dependence on the Convergence of Empirical Wasserstein Distance

The Wasserstein distance is a powerful tool in modern machine learning to metrize the space of probability distributions in a way that takes into account the geometry of the domain. Therefore, a lot of attention has been devoted in the literature to …

PIMS- IFDS- NSF Summer School on Optimal Transport

The common theme of this summer school is the mathematics of Monge-Kantorovich optimal transport (OT). The stunning mathematical development of OT has recently permeated into several fields of applications. Our speakers, chosen from the fields of analysis, biology, data science, economics, and probability, are leaders in their respective fields whose work intimately involves OT. Our goal is to expose talented students and junior researchers to the exciting and manifold research opportunities arising from OT and its applications, through attending lectures and interacting with the speakers as well as their peer participants. We strongly encourage participation by a diverse audience and welcome attendees from traditionally underrepresented socio-economic and cultural groups. As the school is planned at the beginning of the summer season in Seattle, the participants can also enjoy the natural beauty of the Pacific Northwest and feel the energy of one of leading tech metropolises in the United States and around the world.

PIMS- IFDS- NSF Summer School on Optimal Transport

The common theme of this summer school is the mathematics of Monge-Kantorovich optimal transport (OT). The stunning mathematical development of OT has recently permeated into several fields of applications. Our speakers, chosen from the fields of analysis, biology, data science, economics, and probability, are leaders in their respective fields whose work intimately involves OT. Our goal is to expose talented students and junior researchers to the exciting and manifold research opportunities arising from OT and its applications, through attending lectures and interacting with the speakers as well as their peer participants. We strongly encourage participation by a diverse audience and welcome attendees from traditionally underrepresented socio-economic and cultural groups. As the school is planned at the beginning of the summer season in Seattle, the participants can also enjoy the natural beauty of the Pacific Northwest and feel the energy of one of leading tech metropolises in the United States and around the world.

OT techniques in data driven methodology: theory and practice from mathematical finance and statistics

Wasserstein distances, or Optimal Transport methods more generally, offer a powerful non-parametric toolbox to conceptualise and quantify model uncertainty in diverse applications. Importantly, they work across the spectrum: from small uncertainty …

KI retreat 2022

The Kantorovich Initiative Retreat will take place on Friday March 18th, in Paccar Hall, room 291.

Wasserstein gradient flows for machine learning

An important problem in machine learning and computational statistics is to sample from an intractable target distribution, e.g. to sample or compute functionals (expectations, normalizing constants) of the target distribution. This sampling problem …

Optimal transport theory in incomplete econometric models

This talk focuses on the central role played by optimal transport theory in the study of incomplete econometric models. Incomplete econometric models are designed to analyze microeconomic data within the constraints of microeconomic theoretic …

A survey on weak optimal transport

This talk will present the framework of weak optimal transport which allows to incorporate more general penalizations on elementary mass transports. After recalling general duality results and different optimality criteria, we will focus on recent …