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cs.LG2024
Stochastic variance-reduced Gaussian variational inference on the Bures-Wasserstein manifold
Hoang Phuc Hau Luu, Hanlin Yu, Bernardo Williams +2
Optimization in the Bures-Wasserstein space has been gaining popularity in the machine learning community since it draws connections between variational inference and Wasserstein g…
math.OC2024
Non-geodesically-convex optimization in the Wasserstein space
Hoang Phuc Hau Luu, Hanlin Yu, Bernardo Williams +4
We study a class of optimization problems in the Wasserstein space (the space of probability measures) where the objective function is nonconvex along generalized geodesics. Specif…