Fengpei Wang


EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa CDT)

Mathematical Science Department

University of Bath

Email: fw468 at bath dot ac dot uk

Address: 4 West, Claverton Down, Bath BA2 7AY

Biography

I am currently a Ph.D student at University of Bath under the supervison of Dr Clarice Poon and Dr Tony Shardlow.

My PhD project focus on the computational optimal transport. Optimal transport seeks the best way of transforming one probability distribution into another. It provides a natural, elegant framework for comparing probability distributions while respecting the underlying geometry. Within machine learning and related fields, optimal transport distances (in particular the Wasserstein metric) have found successful application in things like image registration and interpolation and adversarial neural networks. However, computing optimal transport distances between arbitrary (i.e. not necessarily discrete) probability distributions remains a challenging problem. This project aims to study the use of the Sinkhorn algorithm for computing the optimal transport between continuous measures, given point samples. It would be interesting to study how to combine optimal transport with several different methods. These include stochastic algorithms and acceleration techniques by screening out variables.