9 citations · 41 across the 20 of their papers we have counts for
14 papers · 1 filter
A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems
Lars Ruthotto, Stanley Osher, Wuchen Li +2
Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of a…
Tropical Optimal Transport and Wasserstein Distances
Wonjun Lee, Wuchen Li, Bo Lin +1
We study the problem of optimal transport in tropical geometry and define the Wasserstein- distances in the continuous metric measure space setting of the tropical projective to…
Wasserstein information matrix
Wuchen Li, Jiaxi Zhao
We study information matrices for statistical models by the -Wasserstein metric. We call them Wasserstein information matrices (WIMs), which are analogs of classical Fisher in…
Kernelized Wasserstein Natural Gradient
Michael Arbel, Arthur Gretton, Wuchen Li +1
Many machine learning problems can be expressed as the optimization of some cost functional over a parametric family of probability distributions. It is often beneficial to solve s…
Entropy dissipation for degenerate stochastic differential equations via sub-Riemannian density manifold
Qi Feng, Wuchen Li
We study the dynamical behaviors of degenerate stochastic differential equations (SDEs). We select an auxiliary Fisher information functional as the Lyapunov functional. Using gene…
Wasserstein Diffusion Tikhonov Regularization
Alex Tong Lin, Yonatan Dukler, Wuchen Li +1
We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture seman…