Statistical Optimal Transport
ebook ∣ École d'Été de Probabilités de Saint-Flour XLIX – 2019 · Lecture Notes in Mathematics
By Sinho Chewi
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This 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.