212 citations · 625 across the 54 of their papers we have counts for
7 papers · 1 filter
A Fast Proximal Gradient Method and Convergence Analysis for Dynamic Mean Field Planning
Jiajia Yu, Rongjie Lai, Wuchen Li +1
In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-imp…
Transport information Hessian distances
Wuchen Li
We formulate closed-form Hessian distances of information entropies in one-dimensional probability density space embedded with the L2-Wasserstein metric.
Projected Wasserstein gradient descent for high-dimensional Bayesian inference
Yifei Wang, Peng Chen, Wuchen Li
We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is a…
Wasserstein Proximal of GANs
Alex Tong Lin, Wuchen Li, Stanley Osher +1
We introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein informa…
Hypoelliptic entropy dissipation for stochastic differential equations
Qi Feng, Wuchen Li
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equa…
Tracial smooth functions of non-commuting variables and the free Wasserstein manifold
David Jekel, Wuchen Li, Dimitri Shlyakhtenko
We formulate a free probabilistic analog of the Wasserstein manifold on (the formal Riemannian manifold of smooth probability densities on ), and we us…
Transport information Bregman divergences
Wuchen Li
We study Bregman divergences in probability density space embedded with the -Wasserstein metric. Several properties and dualities of transport Bregman divergences are provided…