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 computational optimal transport. Optimal transport seeks the best way of transforming one probability distribution into another. By adding an entropic regularisation term, the problem becomes a differentiable and convex optimization problem. For two discrete distributions, this regularised OT problem can be solved efficiently by using the Sinkhorn algorithm. However, it is still challenging to solve the large-scale OT and the non-discrete OT.

This project aims to study the use of the Sinkhorn algorithm for computing the optimal transport between continuous distributions. Right now I am interested in combing low-rank methods and stochastic algorithms for large-scale OT problems.