Videos

The Brownian and Poisson transport maps

Presenter
December 9, 2024
Abstract
Transport maps serve as a powerful tool to transfer information from source to target measures. However, this transfer of information is possible only if the transport map is sufficiently regular, which is often difficult to show. I will explain how taking the source measure to be an infinite-dimensional measure, and building transport maps based on stochastic processes, solves some of these challenges both in the continuous and discrete settings.