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Statistical Entropic Optimal Transport: Theory, Methods and Applications — NSF Award to Carnegie Mellon University (PA, $120,737)

Optimal transport provides a sensible mathematical framework to address the fundamental statistical question of how a statistician measures the distance between two distributions based on possibly large high-dimensional datasets. A variation of the original transportation problem featuring an entropic penalization has

Award titleStatistical Entropic Optimal Transport: Theory, Methods and Applications
Award ID2412895
AwardeeCarnegie Mellon University
CityPITTSBURGH
StatePA
Amount obligated$120,737
Principal investigatorGonzalo Mena
ProgramSTATISTICS
Start date07/01/2024
AbstractOptimal transport provides a sensible mathematical framework to address the fundamental statistical question of how a statistician measures the distance between two distributions based on possibly large high-dimensional datasets. A variation of the original transportation problem featuring an entropic penalization has appeared as a more scalable alternative, fueling a wave of new results and successful applications in domains such as genomics, neuroscience, and economics, to name a few. Despite
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