Publications

2026

[11]	Duality of causal distributionally robust optimization. SIAM Journal on Control and Optimization, vol. 64, no. 4, pp. 3132–3158. (DOI, arXiv)
[10]	Schrödinger bridge with transport relaxation. Preprint. (arXiv) With Renyuan Xu and Luhao Zhang

2025

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

2024

[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