Duality for the Entropic Optimal Transport Problem and Applications

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Event details

Date 05.04.2019
Hour 15:15
Speaker Dr. Simone Di Marino, Instituto Nazionale di Alta Matematica, Pisa, Italy
Location
Category Conferences - Seminars

Abstract:
We want to explore a different approach to the duality in the entropic optimal transport, much more in the spirit of optimal transport, which is different from the usual techniques coming from the Schrodinger problem. This will result in consistent a priori estimates, which are preserved in the limit $\ep \to 0$. As a byproduct we find new estimates for the Schrodinger problem and we prove the IPFP algorithm is converging also in the multimarginal case.

Practical information

  • General public
  • Free

Organizer

  • Prof. Maria Colombo

Tags

Anmath

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