Nesterov and heavy-ball acceleration are extended to probability-measure optimization through dual lifting, with claimed non-asymptotic rates matching the Euclidean case.
Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces , volume=
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Nesterov acceleration in optimizing over probability measures
Nesterov and heavy-ball acceleration are extended to probability-measure optimization through dual lifting, with claimed non-asymptotic rates matching the Euclidean case.