15 citations · 32 across the 6 of their papers we have counts for
8 papers
Bures-Wasserstein Barycenters and Low-Rank Matrix Recovery
Tyler Maunu, Thibaut Le Gouic, Philippe Rigollet
We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variati…
Stochastic and Private Nonconvex Outlier-Robust PCA
Tyler Maunu, Chenyu Yu, Gilad Lerman
We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupt…
Scalable Cluster-Consistency Statistics for Robust Multi-Object Matching
Yunpeng Shi, Shaohan Li, Tyler Maunu +1
We develop new statistics for robustly filtering corrupted keypoint matches in the structure from motion pipeline. The statistics are based on consistency constraints that arise wi…
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence
Sinho Chewi, Thibaut Le Gouic, Chen Lu +2
Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often described as the kernelized gradient flow for the Kullback-Leibler divergence in the geometry of o…
Exponential ergodicity of mirror-Langevin diffusions
Sinho Chewi, Thibaut Le Gouic, Chen Lu +3
Motivated by the problem of sampling from ill-conditioned log-concave distributions, we give a clean non-asymptotic convergence analysis of mirror-Langevin diffusions as introduced…
Gradient descent algorithms for Bures-Wasserstein barycenters
Sinho Chewi, Tyler Maunu, Philippe Rigollet +1
We study first order methods to compute the barycenter of a probability distribution over the space of probability measures with finite second moment. We develop a framework to…