research
∙
08/18/2023
Path convergence of Markov chains on large graphs
We consider two classes of natural stochastic processes on finite unlabe...
share
research
∙
07/31/2023
Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm
We prove that the sequence of marginals obtained from the iterations of ...
research
∙
10/02/2022
Stochastic optimization on matrices and a graphon McKean-Vlasov limit
We consider stochastic gradient descents on the space of large symmetric...
research
∙
12/31/2021
Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates
Triangular flows, also known as Knöthe-Rosenblatt measure couplings, com...
research
∙
12/31/2021
Entropy Regularized Optimal Transport Independence Criterion
Optimal transport (OT) and its entropy regularized offspring have recent...
research
∙
11/18/2021
Gradient flows on graphons: existence, convergence, continuity equations
Wasserstein gradient flows on probability measures have found a host of ...
research
∙
11/17/2020
Asymptotics of Entropy-Regularized Optimal Transport via Chaos Decomposition
Consider the problem of estimating the optimal coupling (i.e., matching)...
research
∙
04/11/2019