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cs.DS2023
Sampling with Barriers: Faster Mixing via Lewis Weights
Khashayar Gatmiry, Jonathan Kelner, Santosh S. Vempala
We analyze Riemannian Hamiltonian Monte Carlo (RHMC) for sampling a polytope defined by inequalities in endowed with the metric defined by the Hessian of a convex barrie…
cs.DS2022★ 4 cited
Bandit Algorithms for Prophet Inequality and Pandora's Box
Khashayar Gatmiry, Thomas Kesselheim, Sahil Singla +1
The Prophet Inequality and Pandora's Box problems are fundamental stochastic problem with applications in Mechanism Design, Online Algorithms, Stochastic Optimization, Optimal Stop…