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We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…
Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…
Distribution matching is central to many vision and graphics tasks, where the widely used Wasserstein distance is too costly to compute for high dimensional distributions. The Sliced Wasserstein Distance (SWD) offers a scalable alternative,…
Ollivier-Ricci curvature (ORC), defined via the Wasserstein distance that captures rich geometric information, has received growing attention in both theory and applications. However, the high computational cost of Wasserstein distance…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We study the minimax rate of estimation for the Wasserstein…
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have…
Regression loss design is an essential topic for oriented object detection. Due to the periodicity of the angle and the ambiguity of width and height definition, traditional L1-distance loss and its variants have been suffered from the…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
Various statistical tasks, including sampling or computing Wasserstein barycenters, can be reformulated as fixed-point problems for operators on probability distributions. Accelerating standard fixed-point iteration schemes provides a…
Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the…
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…
We give quantitative estimates for the rate of convergence of Riemannian stochastic gradient descent (RSGD) to Riemannian gradient flow and to a diffusion process, the so-called Riemannian stochastic modified flow (RSMF). Using tools from…
The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the…
Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…
Gradient descent with momentum has been widely applied in various signal processing and machine learning tasks, demonstrating a notable empirical advantage over standard gradient descent. However, momentum-based distributed Riemannian…
The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…