News
- Feb 8, 2026I am excited to share a new preprint on the Schrödinger bridge with transport relaxation.
- May 30, 2025I am excited to share a new preprint on computing the adapted Wasserstein distance between stochastic processes.
- Sep 2, 2024A new preprint on the sensitivity of causal DRO is now available. We introduce a pathwise Malliavin deriviative and extend the adjoint operator, Skorokhod integral, to a class of regular martingale integrators.
- Feb 1, 2024A new preprint on the duality of causal DRO is now available. Any comments are very welcome!
- Oct 2, 2023Our paper has been recently accepted for NeurIPS 2023 🎉🎉🎉