Title:On W-entropy formulas for Langevin deformations over Wasserstein space
Speaker: Xiangdong Li(Academy of Methematics and System Science Chinese Academy of Sciences)
Time:Friday, March 10,15:30-16:30
Location:Tencent Meeting,Meeting ID:893 4129 1815
Abstract:In this talk, I will briefly review the history of optimal transport problem and Otto's Riemannian structure on the Wasserstein space of probability measures over a Riemannian manifold. Then I will introduce the Langevin deformations which interpolate the heat equation or the porous medium equation and the geodesic flow on the Wasserstein space. The W-entropy formulas are proved for the Langevin flows. Based on joint works with S. Li, R. Lei and Y.Z. Wang.
More information about HIT-WHU Seminar on Stochastic Analysis and Algorithms can be found here.