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Explore the fundamental concepts and applications of optimal transport in this comprehensive lecture by Mikaela Iacobelli from ETH Zurich. Delve into the cost formulation, key definitions, and structure of optimal transport problems. Learn about optimal coupling, moment conditions, and optimal transport maps. Gain insights into the geometric methods used in optimization and sampling through this in-depth presentation, part of the Geometric Methods in Optimization and Sampling Boot Camp at the Simons Institute.
Syllabus
Introduction
Brief overview
Cost formulation
Applications
Definitions
Question
Structure
Optimal Coupling
Moment Condition
Optimal Transport Map
Taught by
Simons Institute