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Day 1: Optimization
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Coffee & Check In
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Opening Remarks
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Optimization Crash Course
Ashia Wilson (MIT)
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Break
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Optimization Crash Course
Ashia Wilson (MIT)
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Lunch
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Optimization on Manifolds
Nicolas Boumal (EPFL)
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Break
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Geodesic Convexity and Optimization
Suvrit Sra (MIT)
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Reception
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Day 2: Sampling
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Coffee & Check In
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Sampling Crash Course
Andreas Eberle (University of Bonn)
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Break
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Sampling Crash Course
Andreas Eberle (University of Bonn)
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Lunch
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Sampling Using Diffusion Processes, from Langevin to Schrödinger
Maxim Raginsky (University of Illinois at Urbana-Champaign)
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Break
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An Introduction to Hamiltonian Monte Carlo Method for Sampling
Nisheeth Vishnoi (Yale)
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Day 3: Optimal Transport
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Coffee & Check In
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Crash Course on Optimal Transport
Mikaela Iacobelli  (ETH Zurich)
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Break
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Crash Course on Optimal Transport
Mikaela Iacobelli  (ETH Zurich)
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Lunch
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Computational Optimal Transport
Marco Cuturi (Google Brain)
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Break
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Gradient Flows and Optimal Transport in Discrete and Quantum Systems
Jan Maas (IST Austria)
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Day 4: PDEs
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Coffee & Check In
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Optimal Transport and PDE: Gradient Flows in the Wasserstein Metric
Katy Craig (UC Santa Barbara)
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Break
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Optimal Transport and PDE: Gradient Flows in the Wasserstein Metric
Katy Craig (UC Santa Barbara)
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Lunch
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Consensus-Based Interacting Particle Systems and Mean-field PDEs for Optimization and Sampling
José Antonio Carrillo (Oxford)
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Break
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PDE on Graphs and Their Continuum Limits
Dejan Slepčev (Carnegie Mellon University)
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Day 5: Algebraic Methods
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Coffee & Check In
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(Hidden) Symmetries of Computational Problems
Avi Wigderson (IAS School of Mathematics), Michael Walter (University of Amsterdam & QuSoft)
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Break
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(Hidden) Symmetries of Computational Problems
Avi Wigderson (IAS School of Mathematics), Michael Walter (University of Amsterdam & QuSoft)
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Lunch
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Optimization and Sampling Under Symmetry: Part 1 -- Examples
Nisheeth Vishnoi (Yale)
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Optimization and Sampling Under Symmetry: Part 2 -- Lie Theory
Jonathan Leake (TU Berlin)