Assistant professor in Mathematics at University of South Carolina.
Optimal transport and Mean field games seminar, Spring 2021.
Draft "A Fast Proximal Gradient Method and Convergence Analysis For Dynamic Mean Field Planning" is online. We design proximal gradient algorithms for a class of mean field planning problems and conduct related numerical analysis. Feb 26, 2021.
Draft "Projected Wasserstein gradient descent for high-dimensional Bayesian inference" is online. We apply first order transport optimization methods to design algorithms in inverse problems and Bayesian inferences. Feb 16, 2021.
Draft "Transport information Hessian distances" is online. We derive closed-form solutions for Hessian distances of information entropies in Wasserstein space. They are distances in term of Jacobi operators of pushforward mapping functions, namely "optimal Jacobi transport distances". We will apply the proposed distances in AI inference problems and MCMC algorithms. Feb 8, 2021.
Draft "Hypoelliptic Entropy dissipation for stochastic differential equations" is online. We derive a structure condition and an algebraic tensor to estimate the convergence rates of variable coefficients degenerate Langevin dynamics. Our method is based on a weighted Fisher information induced Gamma derivative method. We will apply the result to design degenerate MCMC algorithms with theoretical convergence guarantees. Feb 1, 2021.
Draft "Tracial smooth functions of non-commuting variables and the free Wasserstein manifold" is online. We study the optimal transport metric in free probabilties. It can be viewed as a natural first step to develop free transport information geometry. Jan 18, 2021.
Draft "Transport information Bregman divergences" is online. We study Bregman divergences in Wasserstein-2 space. In particular, we derive the transport Kullback-Leibler (KL) divergence, which is a Bregman divergence of negative Boltzmann-Shannon entropy in Wasserstein-2 space. Here the transport KL divergence is an Itakura–Saito type divergence in transport coordinates. Jan 4, 2021.
Transport information science in Data science, Geometry, Dynamics, Computation, Control and Games.
I am organizing a workshop Transport Information Geometry in Geometry Science of Information, 2021. Call for papers, deadline, Feb 14, 2021.
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