UBC Math

Fri 22 Sep 2017, 3:00pm
Department Colloquium
ESB 2012

Some directions in analysis and geometry of probability measures

ESB 2012
Fri 22 Sep 2017, 3:00pm4:00pm
Abstract
Probability measures are key objects in many scientific and engineering areas that deal with randomness, distributions, data sets, etc. When coupled with optimization, many interesting questions naturally arise. In this talk, I will explain a few of such questions from the point of view of optimal transport theory, which gives a natural and robust framework for studying probability measures. These involve among others, matching probability measures in an optimal way following certain rules (e.g martingale), as well as finding geometric averages between probability measures.
hide

Seminar Information Pages

Note for Attendees
Light refreshments will be served in ESB 4133, the PIMS Lounge before this colloquium.