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06/23/2023
On a Class of Gibbs Sampling over Networks
We consider the sampling problem from a composite distribution whose pot...
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06/12/2023
Generating Synthetic Datasets by Interpolating along Generalized Geodesics
Data for pretraining machine learning models often consists of collectio...
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02/20/2023
Improved dimension dependence of a proximal algorithm for sampling
We propose a sampling algorithm that achieves superior complexity bounds...
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08/15/2022
Nesterov smoothing for sampling without smoothness
We study the problem of sampling from a target distribution in ℝ^d whose...
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12/04/2021
Variational Wasserstein gradient flow
The gradient flow of a function over the space of probability densities ...
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10/01/2021
On the complexity of the optimal transport problem with graph-structured cost
Multi-marginal optimal transport (MOT) is a generalization of optimal tr...
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06/19/2021
Stein particle filtering
We present a new particle filtering algorithm for nonlinear systems in t...
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06/07/2021
Scalable Computation of Monge Maps with General Costs
Monge map refers to the optimal transport map between two probability di...
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07/08/2020