[Sds-seminars] S&DS Seminar via Zoom: Jonathan Niles-Weed, 10/18 @ 4pm-5pm, "Towards practical estimation of Brenier maps"

[elizavette.torres at yale.edu]

   <https://statistics.yale.edu/> Department of Statistics and Data Science


You are invited to a scheduled Zoom Seminar


JONATHAN NILES-WEED, New York University




Monday, October 18, 2021

4:00PM to 5:00PM

Zoom: Join from PC, Mac, Linux, iOS or Android:
https://yale.zoom.us/j/99169700816?pwd=SWEvWHI5d3dPNVdHMkZMZURMWWJPUT09 

Password: 24

 <https://www.jonathannilesweed.com/> Website

 

 

Title: Towards practical estimation of Brenier maps

 

Information and Abstract: 

Given two probability distributions in R^d, a transport map is a function
which maps samples from one distribution into samples from the other. For
absolutely continuous measures, Brenier proved a remarkable theorem
identifying a unique canonical transport map, which is monotone in a
suitable sense. We study the question of whether this map can be efficiently
estimated from samples. The minimax rates for this problem were recently
established by Hutter and Rigollet (2021), but the estimator they propose is
computationally infeasible in dimensions greater than three. We propose two
new estimators-one minimax optimal, one not-which are significantly more
practical to compute and implement. The analysis of these estimators is
based on new stability results for the optimal transport problem and its
regularized variants.

Based on joint work with Manole, Balakrishnan, & Wasserman and with
Pooladian.

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visual conferencing platform.

Topic: Yale S&DS Department Seminar

Time: 4:00pm - 5:00pm

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    Meeting ID: 991 6970 0816

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