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MIA Talks

Primer: From matchings to optimal transport, use cases and algorithms

March 2, 2022
Apple; Center for Research in Economics and Statistics, Institut Polytechnique de Paris

I will provide in this primer a self-contained intro to optimal transport, a field at the intersection of maths, economics and machine learning. Motivated by recent applications to single cell genomics, I will start from the original optimal matching problem. Focusing next on the limitations of matchings, both in terms of modeling and computations, I will introduce several extensions and modifications of that original problem: first with the so-called Kantorovich formulation, to the introduction of regularizations that allow to compute, at very large scales, a generalized notion of matching that has practical relevance.