Mini course by Yair Shenfeld+Sinho Chewi+Mark Rudelson+Govind Menon

Institute for Mathematical Sciences — Mini Course (Jan 2–26, 2024)

🧮 1. Optimal Transport and High-Dimensional Probability

Instructor: Yair Shenfeld

• Introduction to Optimal Transport

• Wasserstein Spaces

• High-Dimensional Probability

🌊 2. Optimal Transport and High-Dimensional Probability (Advanced Topics)

Instructor: Sinho Chewi

• Otto’s Calculus on Wasserstein Space

• Langevin Dynamics via Calculus on Wasserstein Space

• Gradient Flows on Wasserstein Space

🔢 3. Random Matrices and Quadratic Systems

Instructor: Mark Rudelson

• How to Check When a System of Real Quadratic Equations Has a Solution (Part 2)

• Approximately Hadamard Matrices and Random Frames

🧠 4. Geometry of Deep Linear Networks

Instructor: Govind Menon

• The Geometry of the Deep Linear Network (Part 1)

• The Geometry of the Deep Linear Network (Part 2)