Sam Power

Lecturer in Maths & Stats at Bristol. Interested in probabilistic + numerical computation, statistical modelling + inference. (he / him). Homepage: https://sites.google.com/view/sp-monte-carlo Seminar: https://sites.google.com/view/monte-carlo-semina

Articles & links

You might enjoy arxiv.org/abs/1412.4430. It has a nice duality-based derivation of the dynamic approach to optimal transport (together with some sweet reasoning for why the drift is of gradient type) which can potentially be translated into your discrete-time setting to match …

arxiv.org
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