
A Variational Inequality Approach to Bayesian Regression Games
Bayesian regression games are a special class of twoplayer generalsum ...
read it

On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Optimal transport (OT) distances are increasingly used as loss functions...
read it

Projection Robust Wasserstein Distance and Riemannian Optimization
Projection robust Wasserstein (PRW) distance, or Wasserstein projection ...
read it

FiniteTime LastIterate Convergence for MultiAgent Learning in Games
We consider multiagent learning via online gradient descent (OGD) in a ...
read it

Revisiting Fixed Support Wasserstein Barycenter: Computational Hardness and Efficient Algorithms
We study the fixedsupport Wasserstein barycenter problem (FSWBP), whic...
read it

FixedSupport Wasserstein Barycenters: Computational Hardness and Fast Algorithm
We study the fixedsupport Wasserstein barycenter problem (FSWBP), whic...
read it

Computational Hardness and Fast Algorithm for FixedSupport Wasserstein Barycenter
We study in this paper the fixedsupport Wasserstein barycenter problem ...
read it

NearOptimal Algorithms for Minimax Optimization
This paper resolves a longstanding open question pertaining to the desig...
read it

A ControlTheoretic Perspective on Optimal HighOrder Optimization
In this paper, we provide a controltheoretic perspective on optimal ten...
read it

On the Complexity of Approximating Multimarginal Optimal Transport
We study the complexity of approximating the multimarginal optimal trans...
read it

On Gradient Descent Ascent for NonconvexConcave Minimax Problems
We consider nonconvexconcave minimax problems, _x_y∈Y f(x, y), where f ...
read it

On the Acceleration of the Sinkhorn and Greenkhorn Algorithms for Optimal Transport
We propose and analyze a novel approach to accelerate the Sinkhorn and G...
read it

Global Error Bounds and Linear Convergence for GradientBased Algorithms for Trend Filtering and ℓ_1Convex Clustering
We propose a class of firstorder gradienttype optimization algorithms ...
read it

On Structured FilteringClustering: Global Error Bound and Optimal FirstOrder Algorithms
In recent years, the filteringclustering problems have been a central t...
read it

On Efficient Optimal Transport: An Analysis of Greedy and Accelerated Mirror Descent Algorithms
We provide theoretical analyses for two algorithms that solve the regula...
read it

Sparsemax and Relaxed Wasserstein for Topic Sparsity
Topic sparsity refers to the observation that individual documents usual...
read it

Improved Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization
We consider the nonsmooth convex composition optimization problem where ...
read it

Improved Incremental FirstOrder Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization
We consider the nonsmooth convex composition optimization problem where ...
read it

An Incremental PathFollowing Splitting Method for Linearly Constrained Nonconvex Nonsmooth Programs
The linearly constrained nonconvex nonsmooth program has drawn much atte...
read it

On the Iteration Complexity Analysis of Stochastic PrimalDual Hybrid Gradient Approach with High Probability
In this paper, we propose a stochastic PrimalDual Hybrid Gradient (PDHG...
read it

Stochastic PrimalDual Proximal ExtraGradient Descent for Compositely Regularized Optimization
We consider a wide range of regularized stochastic minimization problems...
read it

Relaxed Wasserstein with Applications to GANs
We propose a novel class of statistical divergences called Relaxed Wasse...
read it

Structured Nonconvex and Nonsmooth Optimization: Algorithms and Iteration Complexity Analysis
Nonconvex and nonsmooth optimization problems are frequently encountered...
read it

Global Convergence of Unmodified 3Block ADMM for a Class of Convex Minimization Problems
The alternating direction method of multipliers (ADMM) has been successf...
read it

An ExtragradientBased Alternating Direction Method for Convex Minimization
In this paper, we consider the problem of minimizing the sum of two conv...
read it
Tianyi Lin
is this you? claim profile