Stochastic Mass Transports

Videos from BIRS Workshop

, Universität Münster
- 10:09
& Matthias Erbar: Covariance-modulated optimal transport and gradient flows
Watch video | Download video: 202203210902-Schlichting.mp4 (98M)
, Universität Münster
- 11:05
The Wasserstein distance between complex eigenvalues and the Circular Law
Watch video | Download video: 202203211031-Jalowy.mp4 (50M)
, ETH Zurich
- 12:01
The Wasserstein space of stochastic processes & computational aspects.
Watch video | Download video: 202203211105-Pammer.mp4 (94M)
, University of Toronto
- 14:41
On the Monopolist's Problem Facing Consumers with Nonlinear Price Preferences
Watch video | Download video: 202203211341-McCann.mp4 (91M)
, Purdue University
- 15:23
Generalized Shapley axioms and value allocation in cooperative games via Hodge theory on graphs
Watch video | Download video: 202203211443-Lim.mp4 (94M)
, Ecole des Ponts
- 09:08
Approximation of Optimal Transport problems with marginal moments constraints
Watch video | Download video: 202203220833-Alfonsi.mp4 (53M)
, University of Washington
- 10:07
Gradient flows on graphons
Watch video | Download video: 202203220912-Pal.mp4 (202M)
, Université Paris Dauphine
- 11:04
Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections
Watch video | Download video: 202203221031-Carlier.mp4 (53M)
, MIT
- 12:05
The Brownian transport map
Watch video | Download video: 202203221106-Mikulincer.mp4 (244M)
, MIT
- 14:20
Transportation along Langevin dynamics
Watch video | Download video: 202203221332-Shenfeld.mp4 (180M)
, University of British Columbia
- 15:10
The Stefan problem and free targets of optimal Brownian martingale transport
Watch video | Download video: 202203221430-Kim.mp4 (63M)
, University of Vienna
- 10:09
Martingale Transport, De March - Touzi Pavings, and Stretched Brownian Motion.
Watch video | Download video: 202203230904-Schachermayer.mp4 (257M)
, University of Vienna
- 11:11
Measure-valued processes for energy markets
Watch video | Download video: 202203231034-Cuchiero.mp4 (65M)
, Université de Haute Alsace
- 12:18
A martingale exactly fitting an infinite family of given marginals
Watch video | Download video: 202203231113-Juillet.mp4 (95M)
, University of Bath
- 14:30
Controlled measure-valued martingales: a viscosity solution approach
Watch video | Download video: 202203231332-Cox.mp4 (229M)
, KTH Royal Institute of Technology
- 14:59
Measure-valued martingales: analysis and applications
Watch video | Download video: 202203231431-Kallblad.mp4 (94M)
, Università degli Studi di Pisa
- 09:08
Quantitative Gaussian Approximation of Randomly Initialized Deep Neural Networks
Watch video | Download video: 202203240832-Trevisan.mp4 (54M)
, Ecole Polytechnique
- 10:18
On recent progress on the optimal matching problem
Watch video | Download video: 202203240908-Goldman.mp4 (94M)
, University of Münster and MPI Leipzig
- 11:07
There is no invariant cyclically monotone Poisson matching in 2d
Watch video | Download video: 202203241032-Mattesini.mp4 (54M)
, Columbia University
- 12:09
New results on quantitative propagation of chaos for mean field diffusions
Watch video | Download video: 202203241108-Lacker.mp4 (90M)
, Monash University
- 14:36
Robust hedging of American options in continuous time
Watch video | Download video: 202203241332-Guo.mp4 (88M)
, Columbia
- 15:15
Measuring association with Wasserstein distances
Watch video | Download video: 202203241439-Wiesel.mp4 (138M)
, Imperial College London
- 09:07
How to discretize some optimal transport problems with linear constraints
Watch video | Download video: 202203250834-Siorpaes.mp4 (53M)
, Columbia University
- 10:00
Stability of Entropic Optimal Transport and Convergence of Sinkhorn’s Algorithm
Watch video | Download video: 202203250907-Nutz.mp4 (77M)
, Ecole Polytechnique Paris – Mathematics
- 11:01
Schrödinger problem: short-time limits and stability.
Watch video | Download video: 202203251030-Conforti.mp4 (40M)
, Ecole Nationale des Ponts et Chaussées
- 11:35
Approximation of martingale couplings on the real line in the adapted weak topology (joint work with M. Beiglböck, W. Margheriti and G. Pammer)
Watch video | Download video: 202203251101-Jourdain.mp4 (44M)
, University of Oxford
- 12:23
Towards multi-dimensional localisation
Watch video | Download video: 202203251145-Ciosmak.mp4 (151M)