Multi-marginal Optimal Transport and Graph Theory

Jul 27, 2021 09:00 AM Singapore (Registration will open at 08:50 AM.)

Join Zoom Meeting:
https://sutd-edu.zoom.us/j/94520642452?pwd=VlNtWW45WTl6MmhwcHU5OFA5cW91QT09

Meeting ID: 945 2064 2452
Passcode: ef2.hZCy

Abstract

Multi-marginal optimal transport in the general mathematical problem of aligning several probability distributions with maximal efficiency, relative to a given cost function. While many applications for this problem have emerged over the past several years, in economics, physics, statistics and finance, among other areas, the structure of solutions is very delicate and depends on the cost function in ways that are still only partially understood. In this talk, I will introduce the problem and briefly outline the known theory of multi-marginal optimal transport, illustrating the theory with a few simple and intuitive examples. I will then go on to describe recent joint work with PhD student Adolfo Vargas-Jimenez on problems with cost functions coming from an underlying graph.

The paper can be found at:
https://esd.sutd.edu.sg/files/ESD_RS_BrendanPass_UniversityofAlberta_Paper_20210727.pdf

About the Speaker

Brendan Pass is an associate professor in the Department of Mathematical and Statistical Sciences at the University of Alberta (Edmonton, Alberta, Canada). He works primarily on optimal transport, in particular multi-marginal problems, on which he is among the world’s leading experts. Pass is one of the founders of the Kantorovich Initiative, a nascent organization focused on interdisciplinary optimal transport research and supported by the Pacific Institute for the Mathematical Sciences (PIMS). Pass’ 2011 PhD thesis at the University of Toronto garnered him the 2012 Cecil Graham Doctoral Dissertation Award from the Canadian Applied and Industrial Mathematics Society (CAIMS), and he has recently been awarded the 2021 CAIMS – PIMS Early Career Award, in recognition of his contributions to optimal transport theory.

For more information about the ESD Seminar, please email esd_invite@sutd.edu.sg