Optimal transport
An Introduction to Optimal Transport
Contact: dongjun.wu_at_control.lth.se
News:
- The course is planned to start in January 2024
Course Description:
This course introduces
- fundamental theories of optimal transport, e.g., Kantorovich and Monge problems, structure of minimizers, Wasserstein spaces, geodesic structures, etc.,
- efficient numerical methods for computing optimal transport, e.g. Brenier-Benamou formula (continuous OT) and entropy regularization (discrete OT),
- some applications, e.g., Beckman's problem, image processing.
Location and Time:
To be determined.
Lectures notes:
Exercises:
Readings:
- Ambrosio, Luigi, Elia Brué, and Daniele Semola. Lectures on optimal transport. Springer, 2021.
- Santambrogio, Filippo. Optimal transport for applied mathematicians. Springer, 2015.
- Villani, Cédric. Topics in optimal transportation. Vol. 58. American Mathematical Soc., 2003.
- Peyré, Gabriel, and Marco Cuturi. "Computational optimal transport: With applications to data science." Foundations and Trends® in Machine Learning 11.5-6 (2019): 355-607.