Samy Wu Fung

Samy Wu Fung

Assistant Professor of Applied Mathematics

Preprints/Submitted Articles

  1. Tibshirani R, Wu Fung S, Heaton H, Osher S. Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace’s Method. arXiv:2406.02003, 2024
  2. Vidal A, Wu Fung S, Tenorio L, Osher S, Nurbekyan L. Kernel Expansions for High-Dimensional Mean-Field Control with Non-local Interactions. arXiv:2405.10922, 2024
  3. Ivanitskiy MI, Shah R, Spies AF, Räuker T, Valentine D, Rager C, Quirke L, Mathwin C, Corlouer G, Diniz-Behn C, Wu Fung S. A Configurable Library for Generating and Manipulating Maze Datasets. arXiv:2309.10498, 2023

Published/Accepted Articles

  1. McKenzie D, Wu Fung S, Heaton H. Differentiating Through Integer Linear Programs with Quadratic Regularization and Davis-Yin Splitting, Transactions on Machine Learning Research, accepted, 2024
  2. McKenzie D, Heaton H, Li Q, Wu Fung S, W Yin, S Osher. Three-Operator Splitting for Learning to Predict Equilibria in Convex Games, SIAM Journal on Mathematics of Data Science, accepted, 2024
  3. Ivanitskiy MI, Spies AF, Räuker T, Corlouer G, Mathwin C, Quirke L, Rager C, Shah R, Valentine D, Diniz-Behn C, Katsumi I, Wu Fung S. Structured World Representations in Maze-Solving Transformers, NeurIPS Workshop on Unifying Representations in Neural Models, 2023.
  4. Heaton H, Wu Fung S. Explainable AI via Learning to Optimize, Scientific Reports, 13 (10103). 2023
  5. Vidal A, Wu Fung S, Tenorio L, Osher S, Nurbekyan L. Taming Hyperparameter Tuning in Continuous Normalizing Flows Using the JKO Scheme, Scientific Reports, 13 (1). 2023
  6. Osher S, Heaton H, Wu Fung S. A Hamilton-Jacobi-based Proximal Operator, Proceedings of the National Academy of Sciences, 120 (14), e2220469120. 2023
  7. Heaton H, Wu Fung S, Osher S. Global Solutions to Nonconvex Problems by Evolution of Hamilton-Jacobi PDEs, Communications in Applied Mathematics and Computation, 1-21. 2023
  8. Chow YT, Wu Fung S, Liu S, Nurbekyan L, Osher S. A Numerical Algorithm for Inverse Problem from Partial Boundary Measurement Arising from Mean Field Game Problem, Inverse Problems, 39(1), 014001. 2022
  9. Agrawal A, Lee W, Wu Fung S, Nurbekyan L. Random Features for High-Dimensional Nonlocal Mean-Field Games, Journal of Computational Physics, 459, pp. 111136. 2022

  10. Onken D, Nurbekyan L, Li X, Wu Fung S, Osher S, Ruthotto L. A Neural Network Approach for Real-Time High-Dimensional Optimal Control, IEEE Transactions on Control Systems Technology, 31(1), 235-251. 2022

  11. Wu Fung S, Heaton H, Li Q, McKenzie D, Osher S, Yin W. JFB: Jacobian-free Backpropagation for Implicit Networks, AAAI Conference on Artificial Intelligence, 36(6), 6648-6656. 2022

  12. Ye J, Wan C, Wu Fung S. Adaptive Uncertainty-Weighted ADMM for Distributed Optimization, Journal of Applied and Numerical Optimization, pp. 273-290. 2022

  13. Heaton H, Wu Fung S, Lin AT, Osher S, Yin W. Wasserstein-based Projections with Applications to Inverse Problems, SIAM Journal on Mathematics of Data Science, 40(2), 581-603, 2022

  14. Heaton H, Wu Fung S, Gibali A, Yin W. Feasibility-based Fixed Point Networks, Fixed Point Theory and Algorithms for Sciences and Engineering, 21. 2021

  15. Kan K, Wu Fung S, Ruthotto L. PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization, SIAM Journal on Scientific Computing, 43(5), pp. S704-S726. 2021

  16. Onken D, Nurbekyan L, Li X, Wu Fung S, Osher S, Ruthotto L. A Neural Network Approach Applied to Multi-Agent Optimal Control, European Control Conference 2021 (ECC21), pp. 1036-1041. 2021

  17. Lin AT, Wu Fung S, Li W, Nurbekyan L, Osher S. Alternating the Population and Agent Control via Two Neural Networks to Solve High-Dimensional Stochastic Mean Field Games, Proceedings of the National Academy of Sciences, 118(31). 2021

  18. Onken D, Wu Fung S, Li X, Ruthotto L. OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport, AAAI Conference on Artificial Intelligence, 35(10), 9223-9232. 2021

  19. Ruthotto L, Osher S, Li W, Nurbekyan L, Wu Fung S. A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems, Proceedings of the National Academy of Sciences, 117(17), 9183-9193. 2020

  20. Wu Fung S, Tyrväinen S, Ruthotto L, Haber E. ADMM-Softmax: An ADMM Approach for Multinomial Logistic Regression, Electronic Transactions on Numerical Analysis, 52, 214-229. 2020

  21. Wu Fung S, Di Z. Multigrid Optimization for Large-Scale Ptychographic Phase Retrieval, SIAM Journal on Imaging Sciences, 13(1), 214–233. 2020

  22. Wu Fung S, Ruthotto L. An Uncertainty-Weighted Asynchronous ADMM Method for Parallel PDE Parameter Estimation, SIAM Journal on Scientific Computing, 41(5), S129-S148. 2019

  23. Wu Fung S, Ruthotto L. A Multiscale Method for Model Order Reduction in PDE Parameter Estimation, Journal of Computational and Applied Mathematics, 350, 19-34. 2019