09 Oct 2020 These notes provide a brief introduction to optimal transport theory, prioritizing intuition over mathematical rigor. A more rigorous presentation would require some additional background in measure theory. Other good introductory resources for optimal transport theory include: Peyré & Cuturi (2019), “Computational Optimal Transport”, Foundations and Trends® in Machine Learning: Vol. 11: No. 5-6, pp 355-607. Some introductory lectures. Marco Cuturi. MLSS Africa 2019.   Video Part I –...