2 citations · 3 across the 3 of their papers we have counts for
4 papers
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling
Jason M. Altschuler, Kunal Talwar
Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov c…
Flows, Scaling, and Entropy Revisited: a Unified Perspective via Optimizing Joint Distributions
Jason M. Altschuler
In this short expository note, we describe a unified algorithmic perspective on several classical problems which have traditionally been studied in different communities. This pers…
Lyapunov Exponent of Rank One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution
Jason M. Altschuler, Pablo A. Parrilo
The Lyapunov exponent corresponding to a set of square matrices and a probability distribution over is $λ(\mathcal{A},p)…
Approximating the Quadratic Transportation Metric in Near-Linear Time
Jason Altschuler, Francis Bach, Alessandro Rudi +1
Computing the quadratic transportation metric (also called the -Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete dis…