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Обычная версия сайта
2026/2027

Оптимальный транспорт и его приложения

Статус: Маго-лего
Охват аудитории: для своего кампуса
Язык: русский
Кредиты: 3
Контактные часы: 40

Программа дисциплины

Аннотация

This course introduces students to the fundamental concepts of optimal transport theory and its wide range of applications in various fields such as economics, machine learning, image processing, and statistics. Through a combination of theoretical lectures and practical exercises, participants will gain both conceptual understanding and hands-on experience with this powerful mathematical framework.
Цель освоения дисциплины

Цель освоения дисциплины

  • The course aims at presenting the basic results in the field of Optimal Transport
Планируемые результаты обучения

Планируемые результаты обучения

  • Known about the Monge and Kantorovich formulations of the Optimal Transport problem
  • Understand general conditions under which an optimal transport plan exists
  • Be familiar with Kantorovich-Wasserstein distances and their main properties
  • Know about conditions under which an optimal transport map exists and learn about their particular structure (Brenier Theorem)
  • Understand the connection between the OT problem and a particular partial differential equation known as the Continuity Equation
  • Know about the formal Riemannian structure that can be put on the 2-Kantorovich-Wasserstein space
Содержание учебной дисциплины

Содержание учебной дисциплины

  • The Optimal Transport Problem
  • Existence of optimal Transport plans
  • Kantorovich-Wasserstein distances
  • Necessary and sufficient optimality conditions
  • Existence of optimal transport maps
  • Duality
  • Continuity equation
  • The formal Riemannian structure of W2
Элементы контроля

Элементы контроля

  • неблокирующий Final exam
  • неблокирующий Homework
Промежуточная аттестация

Промежуточная аттестация

  • 2026/2027 3rd module
    0.3 * Homework + 0.7 * Final exam
Список литературы

Список литературы

Рекомендуемая основная литература

  • Villani, C. (2009). Optimal Transport : Old and New. Berlin: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=261958

Рекомендуемая дополнительная литература

  • Gabriel Peyré, & Marco Cuturi. (2019). Computational Optimal Transport : With Applications to Data Science. Norwell, MA: Now Publishers. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=2241984

Авторы

  • Антропова Лариса Ивановна
  • Яковлева Илона Александровна