no code implementations • 6 Jun 2023 • Austin J. Stromme
Our results significantly advance the theoretical state of the art by showing that MID scaling is a generic phenomenon, and provide the first rigorous interpretation of the statistical effect of entropic regularization as a distance scale.
no code implementations • NeurIPS 2021 • Jason M. Altschuler, Sinho Chewi, Patrik Gerber, Austin J. Stromme
We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric.
no code implementations • NeurIPS 2020 • Sinho Chewi, Thibaut Le Gouic, Chen Lu, Tyler Maunu, Philippe Rigollet, Austin J. Stromme
Motivated by the problem of sampling from ill-conditioned log-concave distributions, we give a clean non-asymptotic convergence analysis of mirror-Langevin diffusions as introduced in Zhang et al. (2020).
