15 citations · 15 across the 1 of their papers we have counts for
3 papers
math.ST2020
Fast and Smooth Interpolation on Wasserstein Space
Sinho Chewi, Julien Clancy, Thibaut Le Gouic +3
We propose a new method for smoothly interpolating probability measures using the geometry of optimal transport. To that end, we reduce this problem to the classical Euclidean sett…
math.ST2020★ 15 cited
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…
math.ST2020
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…