290 citations · 492 across the 36 of their papers we have counts for
5 papers · 1 filter
Shifted Composition II: Shift Harnack Inequalities and Curvature Upper Bounds
Jason M. Altschuler, Sinho Chewi
We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffus…
Shifted Composition I: Harnack and Reverse Transport Inequalities
Jason M. Altschuler, Sinho Chewi
We formulate a new information-theoretic principle--the shifted composition rule--which bounds the divergence (e.g., Kullback-Leibler or Rényi) between the laws of two stochastic p…
Acceleration by Stepsize Hedging II: Silver Stepsize Schedule for Smooth Convex Optimization
Jason M. Altschuler, Pablo A. Parrilo
We provide a concise, self-contained proof that the Silver Stepsize Schedule proposed in Part I directly applies to smooth (non-strongly) convex optimization. Specifically, we show…
Acceleration by Stepsize Hedging I: Multi-Step Descent and the Silver Stepsize Schedule
Jason M. Altschuler, Pablo A. Parrilo
Can we accelerate convergence of gradient descent without changing the algorithm -- just by carefully choosing stepsizes? Surprisingly, we show that the answer is yes. Our proposed…
Faster high-accuracy log-concave sampling via algorithmic warm starts
Jason M. Altschuler, Sinho Chewi
Understanding the complexity of sampling from a strongly log-concave and log-smooth distribution on to high accuracy is a fundamental problem, both from a practi…