The OT @ Lagrange project is organizing a crash course on the theory of optimal transport on March 5.
The lectures will be recorded in order to be available in the future, but it is possible to register for attending on-site or on-line on the day of the recording. On-site participation is limited to 20 people because of room capacity.
Registration is closed.
Lectures will be given by G. Carlier and F. Santambrogio and the program is the following :
Lecture 1 (F. Santambrogio, 9h30-11h):
Introduction to optimal transport, Monge and Monge-Kantorovich, discrete case, existence, duality
Lecture 2 (G. Carlier, 11h15-12h45):
Characterization of optimal plans by duality, cyclical monotonicity, existence of optimal maps for twisted costs, dimension 1, Brenier’s theorem
Lecture 3 (F. Santambrogio, 14h15-15h45):
Wasserstein spaces, curves of measures, geodesics, few words on gradient flows
Lecture 4 (G. Carlier, 16h-17h30):
Numerical methods: Sinkhorn, Benamou-Brenier, semi-discrete OT.
References :
Lecture 1 : OTAM, sections 1.1, 1.2, 1.6
Lecture 2 : OTAM, sections 1.3, 1.6, 2.1, 2.2
Lecture 3 : OTAM, sections 5.1-4, 8.1, 8.2
Lecture 4 : book by Cuturi and Peyré, survey by Benamou, survey by Mérigot and Thibert, OTAM sections 6.1, 6.4
OTAM = Optimal Transport for Applied Mathematicians by Filippo Santambrogio (see here for an informal version)
Venue: 103 rue de Grenelle, 75007 Paris. Meeting room of the Lagrange center (2nd floor)