Videos

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Geometry and Stability of Entropic Optimal Transport Thumbnail

Geometry and Stability of Entropic Optimal Transport

Presenter
  • Promit Ghosal
May 18, 2022
IMSI
Distributionally Robust Gaussian Process Regression Thumbnail

Distributionally Robust Gaussian Process Regression

Presenter
  • Jose Blanchet
May 17, 2022
IMSI
Towards practical estimation of Brenier maps Thumbnail

Towards practical estimation of Brenier maps

Presenter
  • Jonathan Niles-Weed
May 17, 2022
IMSI
Gradient flows on graphons Thumbnail

Gradient flows on graphons

Presenter
  • Soumik Pal
May 16, 2022
IMSI
Quantitative geometric stability for semi-discrete optimal transport Thumbnail

Quantitative geometric stability for semi-discrete optimal transport

Presenter
  • Jun Kitagawa
May 16, 2022
IMSI
Inverse bounds for learning latent structures Thumbnail

Inverse bounds for learning latent structures

Presenter
  • Long Nguyen
May 16, 2022
IMSI
The Wasserstein-Martingale projection of a Brownian motion given initial and terminal marginals. Thumbnail

The Wasserstein-Martingale projection of a Brownian motion given initial and terminal marginals.

Presenter
  • Julio Backhoff-Veraguas
May 16, 2022
IMSI
Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures Thumbnail

Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures

Presenter
  • Andrzej Ruszczyński
May 13, 2022
IMSI
Dynamic acceptability indices generated by distortion functions Thumbnail

Dynamic acceptability indices generated by distortion functions

Presenter
  • Igor Cialenco
May 13, 2022
IMSI
Stability and Sample-based Approximations of Composite Stochastic Optimization Problems Thumbnail

Stability and Sample-based Approximations of Composite Stochastic Optimization Problems

Presenter
  • Darinka Dentcheva
May 13, 2022
IMSI
Markov decision processes with Kusuoka-type conditional risk mappings Thumbnail

Markov decision processes with Kusuoka-type conditional risk mappings

Presenter
  • Ziteng Cheng
May 13, 2022
IMSI
New perspective to capital allocation rules in a dynamic setting Thumbnail

New perspective to capital allocation rules in a dynamic setting

Presenter
  • Emanuela Rosazza Gianin
May 12, 2022
IMSI