[Statlist] ETH Young Data Science Researcher Seminar Zurich, Virtual Seminar by Boris Muzellec, ENS Paris-Saclay

Maurer Letizia |et|z|@m@urer @end|ng |rom ethz@ch
Mon May 10 08:40:19 CEST 2021


Dear all

We are glad to announce the following talk in the virtual ETH Young Data Science Researcher Seminar Zurich

"Breaking the curse of dimensionality in smooth optimal transport“
by Boris Muzellec, ENS Paris-Saclay

Time: Friday, 14 May 2021, 15.00 - 16.00
Place: Zoom at  https://ethz.zoom.us/j/97914933906

Abstract: It is well-​known that plug-​in statistical estimation of optimal transport suffers from the curse of dimensionality. While recent works were able to leverage smoothness to improve the rate of estimation, the computational complexity of the resulting methods still degrades exponentially with the dimension. In this talk, we show how to leverage smoothness using a kernel sum-​of-squares representation of the dense set of inequalities satisfied by optimal transport. Using this technique, we propose a polynomial-​time algorithm that results in estimation rates that do not depend on the dimension – at the price of constants that may still depend exponentially on the dimension, in the worst case.

M. Azadkia, Y. Chen, G. Chinot, M. Löffler, A. Taeb

Seminar website: https://math.ethz.ch/sfs/news-and-events/young-data-science.html

Young Data Science Researcher Seminar Zurich – Seminar for Statistics | ETH Zurich
math.ethz.ch

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