40 citations · 69 across the 16 of their papers we have counts for
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Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
Jianhai Bao, Mateusz B. Majka, Jian Wang
As a well-known fact, the classical Euler scheme works merely for SDEs with coefficients of linear growth. In this paper, we study a general framework of modified Euler schemes, wh…
Linear convergence of proximal descent schemes on the Wasserstein space
Razvan-Andrei Lascu, Mateusz B. Majka, David Šiška +1
We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on t…
A Fisher-Rao gradient flow for entropic mean-field min-max games
Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch
Gradient flows play a substantial role in addressing many machine learning problems. We examine the convergence in continuous-time of a \textit{Fisher-Rao} (Mean-Field Birth-Death)…
Mirror Descent-Ascent for mean-field min-max problems
Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch
We study two variants of the mirror descent-ascent (MDA) algorithm for solving min-max problems on the space of measures: simultaneous and alternating. We work under assumptions of…