2026/2027



Оптимальный транспорт и его приложения
Статус:
Маго-лего
Где читается:
Факультет компьютерных наук
Охват аудитории:
для своего кампуса
Преподаватели:
Пари Кентан Поль Бернар
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
- The course aims at presenting the basic results in the field of Optimal Transport
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
- 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
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