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math.OC2018★ 10 cited
Optimal transport natural gradient for statistical manifolds with continuous sample space
Yifan Chen, Wuchen Li
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the -Wasserstein metric tensor in the pr…
math.OC2017
Run-and-Inspect Method for Nonconvex Optimization and Global Optimality Bounds for R-Local Minimizers
Yifan Chen, Yuejiao Sun, Wotao Yin
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle…