63 citations · 69 across the 3 of their papers we have counts for
3 papers
stat.CO2021★ 2 cited
Frank-Wolfe Methods in Probability Space
Carson Kent, Jose Blanchet, Peter Glynn
We introduce a new class of Frank-Wolfe algorithms for minimizing differentiable functionals over probability measures. This framework can be shown to encompass a diverse range of…
cs.DS2018★ 4 cited
Towards Optimal Running Times for Optimal Transport
Jose Blanchet, Arun Jambulapati, Carson Kent +1
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $μ, ν\in Δ^…
math.NA2015★ 63 cited
Accelerating MCMC with active subspaces
Paul G. Constantine, Carson Kent, Tan Bui-Thanh
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its ite…