[Probabilidad-Estadistica-Seminario] Seminario de Probabilidad y Estadística -- Viernes 15 de junio -- HORA 12:00

[Andrés Sosa]

Hola

Este* viernes 15 de junio a las 12:00 horas* en el salón de seminarios del
Centro de Matemática hablará  *Marco Cuturi* (CREST - ENSAE , Université
Paris-Saclay) en el seminario de Probabilidad y Estadística.

El título es: *Optimal transport in data-sciences: why and how.*

Saludos.
Andrés


*Resumen:The interest for optimal transport theory in the fields of data
science, machine learning and statistics has grown tremendously in recent
years. This talk will first discuss why that theory, which provides an
intuitive and geometric perspective to compare probability distributions,
is a natural alternative to more classical information divergences such as
the Kullback-Leibler geometry. I will then show how some computational and
statistical challenges posed by the original formulations of optimal
transport, dating back to Monge (1782) and Kantorovich (1942), can be
addressed using regularization. I will finally conclude by showcasing the
scalability of novel new statistical methods built upon optimal transport,
with varied applications in imaging, signal / natural language processing
and image tagging.*
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