113 citations · 265 across the 15 of their papers we have counts for
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math.ST2019
Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation
Grégoire Clarté, Antoine Diez, Jean Feydy
Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical stu…
math.ST2018★ 113 cited
Interpolating between Optimal Transport and MMD using Sinkhorn Divergences
Jean Feydy, Thibault Séjourné, François-Xavier Vialard +3
Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densit…