Publications

2026

[11]Schrödinger bridge with transport relaxation.
Preprint. (arXiv)
With Renyuan Xu and Luhao Zhang

2025

[10]Wasserstein distributional adversarial training for deep neural networks.
Preprint. (arXiv)
With Xingjian Bai, Guangyi He, and Jan Obłój
[9]A transfer principle for computing the adapted Wasserstein distance between stochastic processes.
Preprint. (arXiv)
With Fang Rui Lim

2024

[8]Duality of causal distributionally robust optimization: the discrete-time case.
To appear in SIAM Journal on Control and Optimization. (arXiv)
[7]The anytime convergence of stochastic gradient descent with momentum: from a continuous-time perspective.
Preprint. (arXiv)
With Yasong Feng, Tianyu Wang, and Zhiliang Ying
[6]Sensitivity of causal distributionally robust optimization.
Preprint. (arXiv)
With Jan Obłój

2023

[5]Sequential propagation of chaos.
To appear in Acta Mathematica Sinica. (arXiv)
With Kai Du and Xiaochen Li
[4]Empirical approximation to invariant measures for McKean–Vlasov processes: mean-field interaction vs self-interaction.
Bernoulli, vol. 29, no. 3, pp. 2492–2518. (DOI) (arXiv)
With Kai Du and Jinfeng Li
[3]Wasserstein distributional robustness of neural networks.
Advances in Neural Information Processing Systems, pp. 26322–26347. (DOI) (arXiv)
With Xingjian Bai, Guangyi He, and Jan Obłój

2022

[2]Existence and distributional chaos of points that are recurrent but not Banach recurrent.
Journal of Dynamics and Differential Equations. (DOI) (arXiv)
With Xueting Tian

2021

[1]Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz coefficients.
Probability, Uncertainty and Quantitative Risk, vol. 6, no. 4, pp. 391–408. (DOI) (arXiv)
With Jinfeng Li