ACM 256
Special Topics in Applied Mathematics: Optimal Transport
Special Topics in Applied Mathematics: Optimal Transport
9 units (3-0-6)
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second term
Prerequisites: Familiarity with analysis and probability, e.g. ACM 105 and ACM/EE/IDS 116 is desired.
How can the mass of a reference distribution be rearranged to match a target distribution, subject to a minimal transportation cost? This problem was first formulated in the realm of logistics and measure transport is nowadays an indispensable tool in modern applications such as image retrieval, inverse problems, cancer detection, shape and image registration, and machine learning. This class will introduce the foundations of measure transport at the intersection of analysis, probability and optimization, its applications and connections to various fields and explore modern computational methods.
Instructor:
Hellmuth