Recent Applications of Optimal Mass Transportation

Student: Aleksian Ashot

Educational Programme: Statistical Modelling and Actuarial Science (Master)

Year of Graduation: 2019

In this thesis, an overview of current results of Optimal mass tranportation problem and its applications was made. The main results of the theory and examples of the applications were presented. In the second part of the work, an artificial neural network with one hidden layer was studied. Its connection with the optimal mass transportation problem is shown. Using variaty results of SDE theory and probability theory, there were found approximations for errors of gradient descent in the context of the artifitial neural network training.

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