Entropic optimal transport: stability, limit theorems, and algorithms

Add to your list(s) Download to your calendar using vCal

• Kengo Kato (Cornell University)
• Friday 17 November 2023, 14:00-15:00
• MR12, Centre for Mathematical Sciences.

If you have a question about this talk, please contact Qingyuan Zhao.

In this talk, I will discuss my recent work on entropic optimal transport (EOT). In the first part, I will discuss limit theorems for EOT maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to the marginal distributions, from which the limit theorems, bootstrap consistency, and asymptotic efficiency of the empirical estimators follow. The second part concerns the entropic Gromov-Wasserstein (EGW) distance, which serves as a computationally efficient proxy for the Gromov-Wasserstein distance. By leveraging a variational representation that ties the EGW problem with a series of EOT problems, we derive stability results of EGW with respect to the auxiliary matrix, which enables us to develop efficient algorithms for solving the EGW problem. This talk is based on joint work with Ziv Goldfeld, Gabriel Rioux, and Ritwik Sadhu.

This talk is part of the Statistics series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge talks
• Chris Davis' list
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Guy Emerson's list
• Hanchen DaDaDash
• Interested Talks
• MR12, Centre for Mathematical Sciences
• Machine Learning
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Statistics
• Statistics Group
• bld31
• custom
• rp587

Note that ex-directory lists are not shown.