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Statistical Optimal Transport
École d'Été de Probabilités de Saint-Flour XLIX – 2019
von Sinho Chewi, Jonathan Niles-Weed und Philippe RigolletThis monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning. It is primarily tailored for students and researchers in these fields, yet it remains accessible to a broader audience of applied mathematicians and computer scientists. Each chapter is complemented with exercises for the reader to test their understanding. As such, this monograph is suitable for a graduate course on the topic of statistical optimal transport.