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SUMMARY:Regularized Optimal Transport and Applications - Marco Cuturi\, Ky
 oto University
DTSTART:20160219T100000Z
DTEND:20160219T110000Z
UID:TALK64748@talks.cam.ac.uk
CONTACT:44515
DESCRIPTION:Optimal transport theory provides tools to compare probability
  measures. After reviewing the basics of optimal transport distances (a.k.
 a Wasserstein or Earth Mover's)\, I will show how an adequate regularizati
 on of the optimal problem can result in substantially faster computations 
 and much better behaved numerical computations. I will then show how this 
 regularization can enable several applications of optimal transport to lea
 rn from probability measures\, from the computation of barycenters to that
  of dictionaries or PCA\, all carried out using the Wasserstein geometry.
LOCATION:Auditorium\, Microsoft Research Ltd\, 21 Station Road\, Cambridge
 \, CB1 2FB
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