LMF Seminars
Winter 2026 @ LSE (Jan-Mar)
Date:
Thursday,
January 29, 2026
Time: 4-5pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Leonard Wong (University of Toronto)
Title: Adapted optimal transport: the Gaussian case
Abstract: We study adapted optimal transport - a framework for comparing stochastic processes, in the Gaussian discrete-time setting where explicit computation is possible. We introduce a space of filtered Gaussian processes, where the randomness and the flow of information are driven by a Gaussian white noise process. On this space, we derive explicitly the adapted 2-Wasserstein distance AW_2, and establish various results including metric completeness and geodesic convexity. We also prove that this space is the AW_2-completion of the space of Gaussian distributions. In particular, the adapted 2-Wasserstein distance can be expressed in terms of a constrained Procrustes problem between the Cholesky factors. Next, we study the adapted Brenier coupling which is the multivariate analogue of the Knothe-Rosenblatt coupling and can be viewed as a myopic solution to the adapted transport problem. We compare its transport cost with the adapted 2-Wasserstein distance in a random matrix setting. Finally, we show that Gelbrich's lower bound of the 2-Wasserstein distance does not generally hold in the adapted setting, and provide a martingale difference condition under which it holds.
Joint work with Madhu Gunasingam.
Date: Thursday, January 29, 2026
Time: 5-6pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Johannes Wiesel (University of Copenhagen)
Title: Dynamic characterization of barycentric optimal transport problems and their martingale relaxation
Abstract: We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juillet has a dynamic analogue. We also investigate a martingale relaxation of this problem, and relate it to the martingale Benamou-Brenier formula of Backhoff-Veraguas, Beiglböck, Huesmann and Källblad.
This talk is based on joint work with Ivan Guo and Severin Nilsson.
Date: Thursday, February 12, 2026
Time: 4-5pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Alessandro Calvia (Politecnico di Milano)
Title: TBA
Abstract: TBA
Date: Thursday, February 12, 2026
Time: 5-6pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Emmanuel Gobet (Ecole Polytechnique)
Title: TBA
Abstract: TBA
Date: Thursday, February 26, 2026
Time: 4-5pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Agostino Capponi (Columbia University)
Title: TBA
Abstract: TBA
Date: Thursday, February 26, 2026
Time: 5-6pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Josef Teichmann (ETH Zurich)
Title: TBA
Abstract: TBA
Date: Thursday, March 12, 2026
Time: 4-5pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Sergey Nadtochiy (Carnegie Mellon University)
Title: TBA
Abstract: TBA
Date: Thursday, March 12, 2026
Time: 5-6pm
Location: FAW 2.04, LSE Pankhurst House and Fawcett House
Speaker: Gero Junike (LMU Munich)
Title: TBA
Abstract: TBA
Date: Thursday, March 26, 2026
Time: 4-5pm
Location: Provisionally FAW 2.03, LSE Pankhurst House and Fawcett House
Speaker: Dörte Kreher (HU Berlin)
Title: TBA
Abstract: TBA
Date: Thursday, March 26, 2026
Time: 5-6pm
Location: Provisionally FAW 2.03, LSE Pankhurst House and Fawcett House
Speaker: Alexander Cox (Bath)
Title: TBA
Abstract: TBA
