by
Xin Guo, University of California
Wednesday, Dec 19, 2018 | 4:00pm-5:30pm | Room 333, HSBC Business School Building
Abstract
In this talk, I will review some well known distance measures that are widely used in statistics, machine learning and stochastic games. These include Bregman divergence, Wasserstein distance, and a recently proposed new divergence function names relaxed Wasserstein. I will review some of their important properties and implications in machine learning and optimization. We will then discuss the application to GANs, a central topic in machine learning, and its potential connection with mathematical finance.