Optimal Transport and High-Dimensional Probability - Langevin Dynamics via Calculus

Optimal Transport and High-Dimensional Probability - Langevin Dynamics via Calculus

Explore a comprehensive lecture on optimal transport and high-dimensional probability, focusing on Langevin dynamics through calculus. Delve into advanced mathematical concepts presented by Sinho Chewi from MIT, USA, at the Institute for Mathematical Sciences. Gain insights into the intersection of optimal transport theory and high-dimensional probability, with a particular emphasis on Langevin dynamics and its applications. Enhance your understanding of these complex topics through a 54-minute in-depth presentation that bridges theoretical foundations with practical implications in the field of mathematical sciences.