Maximilian Penka

I am a CNRS post-doc at the Laboratoire de Mathématiques de Besançon.

My research focuses on computational optimal transport and its applications. I am currently investigating a model order reduction method for non-linear eigenvalue problems using Wasserstein barycenters.

During my PhD at the Technical University of Munich, I worked on a numerical method for general multimarginal optimal transport problems with applications in data science (Wasserstein barycenters and splines, adversarial classification), quantum chemistry (DFT) and fluid dynamics (incompressible Euler).

Research interests

• Optimal transport
• Model order reduction
• Applications in data science, machine learning and quantum chemistry

Code

• Genetic-column-generation-for-OT