Title	Some results about entropic transport
Creator	Léonard, Christian
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-05-03T11:01
Description	Optimal transport is a powerful tool for proving entropy-entropy production inequalities related to rates of convergence to equilibrium of heat flows. In this talk, an alternate similar approach will be introduced that relies on entropic transport rather than standard optimal transport. The optimal transport problem is replaced by the Schrödinger problem: an entropy minimization problem on the set of probability measures with marginal constraints. The large deviation principle leading to the Schrödinger problem will be introduced and a stochastic proof of the HWI inequality, based on this entropy minimization problem, will be sketched. This will be an opportunity to present several properties of entropic transport.
Extent	60 minutes
Subject	Mathematics; Calculus of variations and optimal control; optimization; Statistics; Scientific computing
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Universite Paris Ouest
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-10-31
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0357409
URI	http://hdl.handle.net/2429/63491
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Some results about entropic transport Léonard, Christian

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