In this course, we briefly review the calculus in transport information geometry, and discuss its current development in both theory and applications in data science and scientific computing:


1. Introduction to optimal transport, Mean field games with applications in information science.


2. Scientific computing via Transport information geometry.


3. Optimization in machine learning via Transport information geometry.


4. Statistics in machine learning via Transport information geometry

Calculus III, Linear Algebra.

I encourage high year undergraduate students, graduate students, and interested faculties to attend the course.

W. Li, Geometry of probability simplex via optimal transport, 2018.