- Text: Computational Optimal Transport by Gabriel Peyré and Marco Cuturi.
- Time: Friday 3:30-5:00pm. On Nov 15 (Fri) we will start at 4:00pm since there will be a talk during 2-3pm.
- Venue: 4E19, 4th Floor, David Rittenhouse Lab.
Please sign up here for leading the discussion.
|Oct 24 (Thu) @4N30||COT Ch1~2||[Notes]||Proof of Prop 2.1 (Sec 3.2)|
|Nov 01 (Fri) @4E19||COT Ch3, Multi-OT paper, Sinkhorn paper||[Notes]||Review paper on mass transport|
|Nov 08 (Fri) @4E19||COT Ch4, Multi-OT paper, Sinkhorn paper||[Notes]|
|Nov 15 (Fri) @4E19||COT Ch4-Ch5|
- A User’s Guide to Optimal Transport by Luigi Ambrosio and Nicola Gigli.
- Optimal transport, old and new by Cédric Villani.
- Optimal Transport for Applied Mathematicians by Filippo Santambrogio.
- Gradient Flows: in Metric Spaces and in the Space of Probability Measures by Luigi Ambrosio, Nicola Gigli and Giuseppe Savaré.
pot: Python OT lib
mpmath: Python arbitrary precision computation
sympy: Python symbolic computation