Upcoming Events


Wed May 12
12 noon ET

Transport information Bregman divergences

In this talk, we talk about a joint intersection between optimal transport and information geometry. We study Bregman divergences in probability density space embedded with the Wasserstein-2 metric. Several properties and dualities of transport Bregman divergences are provided. In particular, we derive the transport Kullback-Leibler (KL) divergence by a Bregman divergence of negative Boltzmann-Shannon entropy in Wasserstein-2 space. We also derive analytical formulas of transport KL divergence for one-dimensional probability densities and Gaussian families.

Wed May 19
12 noon ET

TBA

TBA

Wed May 26
12 noon ET

TBA

TBA

Wed June 16
12 noon ET

TBA

TBA

TBA

Wed June 23
12 noon ET

TBA

TBA

TBA

Wed June 30
12 noon ET

TBA

TBA