Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem
A Wibisono - Conference on Learning Theory, 2018 - proceedings.mlr.press
We study sampling as optimization in the space of measures. We focus on gradient flow-
based optimization with the Langevin dynamics as a case study. We investigate the source …
based optimization with the Langevin dynamics as a case study. We investigate the source …
Proximal gradient method for nonsmooth optimization over the Stiefel manifold
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
Monotone vector fields and the proximal point algorithm on Hadamard manifolds
The maximal monotonicity notion in Banach spaces is extended to Riemannian manifolds of
nonpositive sectional curvature, Hadamard manifolds, and proved to be equivalent to the …
nonpositive sectional curvature, Hadamard manifolds, and proved to be equivalent to the …
The proximal point algorithm in metric spaces
M Bačák - Israel journal of mathematics, 2013 - Springer
The proximal point algorithm, which is a well-known tool for finding minima of convex
functions, is generalized from the classical Hilbert space framework into a nonlinear setting …
functions, is generalized from the classical Hilbert space framework into a nonlinear setting …
Riemannian proximal gradient methods
In the Euclidean setting the proximal gradient method and its accelerated variants are a
class of efficient algorithms for optimization problems with decomposable objective. In this …
class of efficient algorithms for optimization problems with decomposable objective. In this …
Variational inequalities on Hadamard manifolds
SZ Németh - Nonlinear Analysis: Theory, Methods & Applications, 2003 - Elsevier
The notion of variational inequalities is extended to Hadamard manifolds and related to
geodesic convex optimization problems. Existence and uniqueness theorems for variational …
geodesic convex optimization problems. Existence and uniqueness theorems for variational …
Projection robust Wasserstein distance and Riemannian optimization
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a
robust variant of the Wasserstein distance. Recent work suggests that this quantity is more …
robust variant of the Wasserstein distance. Recent work suggests that this quantity is more …
Equilibrium problems in Hadamard manifolds
An equilibrium theory is developed in Hadamard manifolds. The existence of equilibrium
points for a bifunction is proved under suitable conditions, and applications to variational …
points for a bifunction is proved under suitable conditions, and applications to variational …
Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which
the objective function is weakly convex in the ambient Euclidean space. Such problems are …
the objective function is weakly convex in the ambient Euclidean space. Such problems are …
Riemannian stochastic optimization methods avoid strict saddle points
YP Hsieh, MR Karimi Jaghargh… - Advances in …, 2024 - proceedings.neurips.cc
Many modern machine learning applications-from online principal component analysis to
covariance matrix identification and dictionary learning-can be formulated as minimization …
covariance matrix identification and dictionary learning-can be formulated as minimization …