Displacement smoothness of entropic optimal transport and applications

07.11.2024 15:00

Guillaume Carlier (Université Paris Dauphine)

Abstract

Entropic approximation of optimal transport has received a lot of attention in the last years, in particular because it leads to the popular Sinkhorn algorithm. In this talk, I will show that the potentials of entropic optimal transport depend in a smooth way on the marginals along « displacement » perturbations ». I will then discuss some applications in urban dynamics modelling and meteorology. This is a joint work with Lénaïc Chizat and Maxime Laborde.

Location:
HS10 (Oskar-Morgenstern-Platz 1, 2nd floor)