17 citations · 44 across the 14 of their papers we have counts for
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math.OC2021★ 7 cited
Sinkhorn Distributionally Robust Optimization
Jie Wang, Rui Gao, Yao Xie
We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual refo…
math.ST2021★ 5 cited
Two-sample Test with Kernel Projected Wasserstein Distance
Jie Wang, Rui Gao, Yao Xie
We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine…