• Short biography

    • UCLA, adjunct assistant professor in Mathematics, 2019-now
    • UCLA, CAM assistant professor in Mathematics, 2016-2019.
    • Georgia Tech, Ph.D. in Mathematics, 2016.
    • Georgia Tech, M.S. in Statistics, 2015.
    • Shandong University, B.S.in Mathematics, 2009.

    Research areas

      Google Scholar.
    • Machine Learning: theory, algorithm and applications;
    • Transport information geometry with applications in data science, statistics, and computational statistical learning;
    • Mean field games; Schordinger equation and Schrodinger Bridge problem;
    • Numerical mean field games, optimal transport, fluid dynamics and optimal control;

    News

    • Paper "Hessian transport gradient flows", is accepted in Research in the Mathematical Sciences, Oct 11, 2019.
    • Paper "Interacting Langevin Diffusions: Gradient Structure And Ensemble Kalman sampler", is accepted SIAM journal on Applied dynamical system, Oct 10, 2019.
    • Paper "Wasserstein Diffusion Tikhonov Regularization" is accepted in OTML Workshop NeurIPS, Oct 1, 2019.
    • Paper "Equilibrium slection via optimal transport" is accepted in SIAM journal on Applied Math, Sep 23, 2019.
    • Paper "Unnormalized Optimal transport", known as GLOP, is accepted in Journal of Computational Physics, Sep 6, 2019. [PDF]
    • Paper "Accelerated Information Gradient flow" is online. A sysmetic accerlated gradient flow has been studied in probability space and Gaussian models, Sep 4, 2019. [PDF]
    • Paper "Wasserstein Hamiltonian flow" is accepted in Journal of differential equations, August 24, 2019. [PDF]
    • Draft "Fast algorithms for generalized unnormalized optimal transport" is online, August 12, 2019. [PDF]
    • Draft "Diffusion hypercontractivity via generalized density manifold" is online, July 29, 2019. [PDF]
    • Draft "Fisher information regularization schemes for Wasserstein gradient flows" is online, July 3, 2019. [PDF]
    • Draft "Hessian transport gradient flows" is online, May 11, 2019.[PDF]
    • Paper "Algorithm for Hamilton-Jacobi equation in density space" is accpeted in Journal of Scientific Computation, May 4, 2019.
    • Papers "Parametric Fokker-Planck equation", "Affine Natural Proximal Learning", "Hopf-Cole transformation and Schrodinger problems" are accpeted in Geometry science of information, April 25, 2019.
    • Paper "Wasserstein of Wasserstein Loss" is accepted in ICML, April 22, 2019.

    Highlights

    Accelerated Information Gradient flow. [Talk ] [pdf ]
    Mean Field Games with Applications. [Talk ]
    Unnormalized Optimal Transport. [Talk ] [pdf1][pdf2]
    Transport information geometric learning. [Talk ] [pdf1 ][pdf2] [pdf3] [pdf4][ pdf5 ][ pdf6 ]
    Evolutionary games via optimal transport. [Talk ] [pdf1 ][pdf2 ]
    Computational Mean field games. [Talk ] [pdf ]
    Hamiltonian flows via optimal transport. [Talk1] [Talk2] [pdf1 ][pdf 2][ pdf3] [pdf4]
    Gradient flows on graphs via optimal transport. [Talk ] [pdf1 ] [pdf2 ]
    L1 optimal transport with applications. [Talk ] [pdf1] [pdf2] [pdf3] [pdf4][pdf5]

    Website Links

    Contact

    • Office: MS 7620F, UCLA.
    • Email: wcli at math.ucla.edu