An Overview of Entropy-Regularized Optimal Transport and Schrödinger Bridges

Explore a comprehensive lecture on entropy-regularized optimal transport and Schrödinger bridges delivered by Professor Soumik Pal from the University of Washington, Seattle. Gain insights into the Monge-Kantorovich optimal transport theory and its applications in statistics, data science, and generative AI, with a special focus on entropy regularization. Learn how this mathematical framework intersects with physics, large deviations, stochastic processes, geometry, and PDEs. Discover the fundamentals of optimal transport theory through an accessible presentation that requires no prior background knowledge in the subject. Benefit from the expertise of Professor Pal, who holds positions in Mathematics, Applied Mathematics, and Statistics departments, and whose research focuses on probabilistic and statistical aspects of optimal transport theory, mean-field interacting particle systems, random graphs, and mathematical finance.