Entropic regularization of optimal transport
Image credit Marco Cuturi.
I love probability. Over the years my research covered such diverse topics such as interacting Brownian particle systems, random graphs and random matrices, stochastic portfolio theory, information geometry, and evolving random trees. I am currently excited about Monge-Kantorovich optimal transport problem and its applications. My research is currently supported partially by National Science Foundation grant (DMS-2052239) among others.
I am a current assciate editor for Stochastic Models, Electronic Journal of Probability, and the Electronic Communications in Probability. In the past, I have been an associate editor for The Annals of Probability (2012--2017) and The Annals of Applied Probability (2010--2015).
I am a member of the Kantorovich Initiative dedicated to the research and dissemination of modern mathematics of optimal transport towards a wide audience of researchers, students, industry, policy makers and the general public. The Initiative is currently being funded by a PIMS Collaborative Research Grant and an NSF Infrastructure grant.
Seattle is a wonderful place to learn and do probability. If you're thinking about joining our group, send me a message and I will tell you all about it. Alternatively you can ask one of my wonderful ex-Ph.D. students: Tobias Johnson, Andrey Sarantsev, and Ting-Kam Leonard Wong, or one of my current Ph.D. students David Clancy and Lang Liu.
In Fall 2021, Zaid Harchaoui and I are teaching a PIMS online graduate class on OT+ML (Optimal Transport + Machine Learning). See here for more details. For UW students: if you are enrolled in one of my classes, you can find the course material in Canvas.
I am the current director for the Applied and Computational Mathematical Sciences (ACMS) major at UW. ACMS is one of the most sought-after undergraduate majors in campus. Shoot me an e-mail if you are interested in talking about it.