[Statlist] Philippe Rigollet at MAD+ seminar tomorrow at 4pm Zurich time on ``Statistical and Computational aspects of Wasserstein Barycenters''

[Maurer Letizia]

Hi all,

Very happy to announce Philippe Rigollet will give our virtual seminar this Wednesday!
The seminar, now called MAD+ (Math and Data plus), evolved into something a bit more broad, co-organized with colleagues at NYU, in an attempt to experiment with a multi location seminar.

Details for the talk are below, hope to see many of you there!

Best,
Afonso

Date and time: Wednesday, April 8th, 4pm Zurich time, on Zoom (link below)
Speaker: Philippe Rigollet (MIT)
TITLE: Statistical and Computational aspects of Wasserstein Barycenters
ABSTRACT: The notion of average is central to most statistical methods. In this talk we study a generalization of this notion over the non-Euclidean space of probability measures equipped with a certain Wasserstein distance. This generalization is often called Wasserstein Barycenters and empirical evidence suggests that these barycenters allow to capture interesting notions of averages in graphics, data assimilation and morphometrics. However the statistical (rates of convergence) and computational (efficient algorithms) for these Wasserstein barycenters are largely unexplored. The goal of this talk is to review two recent results:
1. Fast rates of convergence for empirical barycenters in general geodesic spaces, and,
2. Provable guarantees for gradient descent and stochastic gradient descent to compute Wasserstein barycenters.
Both results leverage geometric aspects of optimal transport.
Based on joint works (arXiv:1908.00828, arXiv:2001.01700) with Chewi, Le Gouic, Maunu, Paris, and Stromme.

Best,
Afonso



Afonso Bandeira is inviting you to a scheduled Zoom meeting.
Topic: MAD+ Seminar (Philippe Rigollet, 4pm Zurich time)
Time: Apr 8, 2020 04:00 PM Zurich
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Afonso BandeiraProfessor of Mathematics, ETH Zurich
https://people.math.ethz.ch/~abandeira/
Administration: Annette Ryter annette.ryter using ifor.math.ethz.ch