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Optimal transport

An Introduction to Optimal Transport




  • 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:





    • 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.