arXiv:2411. 15067v2 Announce Type: replace-cross Abstract: We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space.
By Razvan-Andrei Lascu, Mateusz B. Majka, David \v{S}i\v{s}ka, {\L}ukasz Szpruch
arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.
By Lukas-Benedikt Fiechtner, Jose Blanchet
arXiv:2502. 17602v2 Announce Type: replace-cross Abstract: We study a class of stochastic nonsmooth optimization problems in which an outer variable minimizes the expectation of a pointwise maximum.
By Wei Liu, Muhammad Khan, Gabriel Mancino-Ball, Yangyang Xu
arXiv:2412. 20556v2 Announce Type: replace-cross Abstract: We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization problem.
By Linglingzhi Zhu, Yunqin Zhu, Yao Xie
arXiv:2602. 04272v2 Announce Type: replace-cross Abstract: The Importance-Weighted Evidence Lower Bound (IW-ELBO) has emerged as an effective objective for variational inference (VI), tightening the standard ELBO and mitigating the mode-seeking behaviour.
By Peiwen Jiang, Takuo Matsubara, Minh-Ngoc Tran
arXiv:2606. 02047v1 Announce Type: cross Abstract: We introduce Convex Distance Operator Transport (CDOT), the first convex optimal transport framework that aligns distributions across heterogeneous domains by jointly preserving feature correspondence and intrinsic geometric structure.
By Junhyoung Chung, Euijong Song, Won Hwa Kim, Gunwoong Park