Intervenes
Giacomo Greco, University of Rome Tor Vergata
Abstract
In this talk we will consider the Entropic Optimal Transport problem, a regularisation of the classical optimal transport problem which lies at the crossroad between stochastic analysis and calculus of variations. After a brief introduction we will study an iterative algorithm that rapidly solves the EOT problem, aka Sinkhorn's algorithm, and show how semiconcavity affects its convergence behaviour.
