13 citations
2 papers
math.ST2020★ 1 cited
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets
Avetik Karagulyan, Arnak S. Dalalyan
We study the problem of sampling from a probability distribution on defined via a convex and smooth potential function. We consider a continuous-time diffusion-type p…
stat.ML2020★ 13 cited
Debiased Sinkhorn barycenters
Hicham Janati, Marco Cuturi, Alexandre Gramfort
Entropy regularization in optimal transport (OT) has been the driver of many recent interests for Wasserstein metrics and barycenters in machine learning. It allows to keep the app…