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UID:563@fds.yale.edu
DTSTART;TZID=America/New_York:20230420T160000
DTEND;TZID=America/New_York:20230420T170000
DTSTAMP:20250916T142122Z
URL:https://fds.yale.edu/events/fds-colloquium-philippe-rigollet-mit-stati
 stical-applications-of-wasserstein-gradient-flows/
SUMMARY:FDS Colloquium: Philippe Rigollet (MIT) "Statistical applications o
 f Wasserstein gradient flows"
DESCRIPTION:Speaker: Philippe Rigollet\, PhDProfessor of MathematicsMassac
 husetts Institute  of Technology\n\n\nHosted by Yihong Wu\n\n\n\nIn-person
  event with remote access option via Panopto\n\n\n\nStatistical applicati
 ons of Wasserstein gradient flows\n\n\n\nAbstract: Otto calculus is a fund
 amental toolbox in mathematical optimal transport\, imparting the Wasserst
 ein space of probability measures with a Riemmanian structure. In particul
 ar\, one can compute the Riemannian gradient of a functional over this spa
 ce and\, in turn\, optimize it using Wasserstein gradient flows. The neces
 sary background to define and compute Wasserstein gradient flows will be p
 resented in the first part of the talk before moving to several statistica
 l applications ranging from variational inference to maximum likelihood es
 timation in Gaussian mixture models. Emphasis will be placed on conceptual
  ideas in order for the talk to be accessible to a broad audience.\n\n\n\n
 Bio: Philippe Rigollet works at the intersection of statistics\, machine l
 earning\, and optimization\, focusing primarily on the design and analysis
  of statistical methods for high-dimensional problems. His recent research
  focuses on statistical optimal transport and its applications to geometri
 c data analysis and sampling. Website: www-math.mit.edu/~rigollet\n\n\n\nT
 hursday\, April 20\, 2023\n\n\n\n3:30pm – Pre-talk meet and greet teatim
 e – Dana House\, 24 Hillhouse Avenue\n\n\n\n4:00 – 5:00pm – Talk –
  This in-person seminar will be held at 17 Hillhouse\, 3rd Floor Common Ar
 ea with virtual participation https://yale.hosted.panopto.com/Panopto/Page
 s/Viewer.aspx?id=7219ac1f-3d1b-458c-86d7-afe9010e4e65\n\n\n\n\n\n\n\n\nWEB
 CAST\n\n
CATEGORIES:FDS Events,Colloquium,Seminar Series
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