Seminar Talk by Prof Marco Cuturi

11/24 15:00- Room 352

日時:11/24(火) 15:00 -

場所: 柏総合研究棟352号会議室

Prof. Marco Cuturi (Kyoto University)

Fast Computation of Wasserstein Distances and Applications to
Parameter Estimation

Optimal transport distances (a.k.a. Wasserstein distances or Earth
Mover’s distances, EMD) define a geometry for empirical measures
supported on a metric space. After reviewing the basics of the optimal
transport problem, I will show how an adequate regularization of that
problem can result in substantially faster computations. I will then
show how this regularization can enable several applications of
optimal transport to parameter inference within the framework of
minimum Wasserstein distance estimators.

Published on 2015-11-20