Stochastics and Statistics Seminar

Abstract: The space of probability measures endowed with the optimal transport metric has a rich structure with applications in probability, analysis, and geometry. The notion of (displacement) convexity in this space was discovered by McCann, and forms the backbone of this theory.  I will introduce a new, and stronger, notion of displacement convexity which operates on the matrix level. The motivation behind this definition is to capture the intrinsic dimensionality of probability measures which could have very different behaviors along…

Abstract: This talk will focus on learning policies for tree-form decision problems (extensive-form games) from adversarial feedback. In principle, one could convert learning in any extensive-form game (EFG) into learning in an equivalent normal-form game (NFG), that is, a multi-armed bandit problem with one arm per tree-form policy. However, doing so comes at the cost of an exponential blowup of the strategy space. So, progress on NFGs and EFGs has historically followed separate tracks, with the EFG community often having…