Search Results for author: Soumik Pal

Found 8 papers, 1 papers with code

Path convergence of Markov chains on large graphs

no code implementations18 Aug 2023 Siva Athreya, Soumik Pal, Raghav Somani, Raghavendra Tripathi

In both cases we show that, as the size of the graph goes to infinity, the random trajectories of the stochastic processes converge to deterministic curves on the space of measure-valued graphons.

Stochastic Optimization

Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm

no code implementations31 Jul 2023 Nabarun Deb, Young-Heon Kim, Soumik Pal, Geoffrey Schiebinger

This limit, which we call the Sinkhorn flow, is an example of a Wasserstein mirror gradient flow, a concept we introduce here inspired by the well-known Euclidean mirror gradient flows.

Stochastic optimization on matrices and a graphon McKean-Vlasov limit

no code implementations2 Oct 2022 Zaid Harchaoui, Sewoong Oh, Soumik Pal, Raghav Somani, Raghavendra Tripathi

The limiting curve of graphons is characterized by a family of stochastic differential equations with reflections and can be thought of as an extension of the classical McKean-Vlasov limit for interacting diffusions.

Stochastic Optimization

Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates

no code implementations31 Dec 2021 Nicholas J. Irons, Meyer Scetbon, Soumik Pal, Zaid Harchaoui

Triangular flows, also known as Kn\"{o}the-Rosenblatt measure couplings, comprise an important building block of normalizing flow models for generative modeling and density estimation, including popular autoregressive flow models such as real-valued non-volume preserving transformation models (Real NVP).

Density Estimation

Entropy Regularized Optimal Transport Independence Criterion

1 code implementation31 Dec 2021 Lang Liu, Soumik Pal, Zaid Harchaoui

We introduce an independence criterion based on entropy regularized optimal transport.

Gradient flows on graphons: existence, convergence, continuity equations

no code implementations18 Nov 2021 Sewoong Oh, Soumik Pal, Raghav Somani, Raghavendra Tripathi

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems.

Asymptotics of Discrete Schrödinger Bridges via Chaos Decomposition

no code implementations17 Nov 2020 Zaid Harchaoui, Lang Liu, Soumik Pal

We consider instead in this paper the problem where each matching is endowed with a Gibbs probability weight proportional to the exponential of the negative total cost of that matching.

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