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math.OC2025
Sobolev Gradient Ascent for Optimal Transport: Barycenter Optimization and Convergence Analysis
Kaheon Kim, Bohan Zhou, Changbo Zhu +1
This paper introduces a new constraint-free concave dual formulation for the Wasserstein barycenter. Tailoring the vanilla dual gradient ascent algorithm to the Sobolev geometry, w…
math.OC2025
Accelerated Markov Chain Monte Carlo Algorithms on Discrete States
Bohan Zhou, Shu Liu, Xinzhe Zuo +1
We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolut…