Fachbereich Mathematik


Sommersemester 2024

  • Probability Distances for Data Science:
    • Lecture each Wednesday, 14:00 - 16:00
    • Room N08 (Morgenstelle)
    • Weekly exercise classes. Time will be agreed upon in the first lecture.
    • Description: The objective of this course are different concepts of distances between probability measures aimed at applications in data science. The classes of distances which are studied include optimal transport distances, f-divergences and integral probability metrics. The focus is on fundamental mathematical properties of these distances, like duality, famous inequalities, geometric aspects, and quantization. Several applications in the area of data science and machine learning are illustrated throughout, for instance related to clustering, autoencoders, GANs, image processing, and compression.