Transport and Beyond: Efficient Optimization over Probability Distributions
The core of classical optimization focuses on the setting where decision variables are vectors in Rⁿ. However, modern applications throughout machine learning, applied mathematics, and engineering demand high-dimensional optimization problems where decision variables are probability distributions. C...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/150436 |