arXiv:2503. 15105v5 Announce Type: replace-cross Abstract: We study quadratically regularized unbalanced optimal transport with Pearson marginal penalties and a lower bound $\delta\ge0$ on the plan, including the sparse case $\delta=0$.
arXiv:2608.29152v1 Announce Type: cross Abstract: We study the empirical Sinkhorn estimator of the entropic optimal transport potentials under the uniform loss. Since the potentials are only unique u...
arXiv:2608. 13201v1 Announce Type: cross Abstract: We develop the statistical and algorithmic theory of inverse optimal transport (IOT) under the feature-parameterized cost C_theta(i,j) = -theta^T phi(i,j).
arXiv:2607. 15702v2 Announce Type: replace-cross Abstract: We develop a non-asymptotic approximation, sampling, and finite-iteration optimization theory for variational physics-informed approximation of uniformly monotone nonlinear multiscale elliptic equations.
arXiv:2608. 28262v1 Announce Type: new Abstract: Entropic optimal transport (EOT) has been shown to offer a computationally tractable approximation to exact optimal transport.
arXiv:2610. 35195v1 Announce Type: cross Abstract: We develop and analyze multilevel gradient-regularized Newton methods for unconstrained convex optimization with Lipschitz-continuous Hessians.
arXiv:2606. 21828v2 Announce Type: replace-cross Abstract: Neural operators are increasingly used to warm-start Newton solvers for nonlinear PDEs, on the premise that a low test error places the initial guess inside the basin of attraction.
arXiv:2607. 05836v1 Announce Type: cross Abstract: The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs.
The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence.
arXiv:2505. 21460v2 Announce Type: replace Abstract: We study online calibration of multi-dimensional forecasts over an arbitrary convex set $P \subset \mathbb{R}^d$ relative to an arbitrary norm $|\cdot|$.
arXiv:2607. 02003v1 Announce Type: cross Abstract: Although neural networks are remarkably effective, their underlying optimization principles remain theoretically elusive, often characterized by non-convex landscapes and stochastic heuristics.
arXiv:2608. 21359v1 Announce Type: cross Abstract: We develop a new direct accelerated Newton method for minimizing convex functions with Lipschitz continuous Hessian.
arXiv:2112. 08125v3 Announce Type: replace-cross Abstract: We construct and analyze approximation rates of deep operator networks (ONets) between infinite-dimensional spaces that emulate with an exponential rate of convergence the coefficient-to-solution map of elliptic second-order partial differential equations.