4 papers · 1 filter
Uniform-in-time Propagation-of-Chaos for Stein Variational Gradient Descent
Krishnakumar Balasubramanian, Sayan Banerjee, Anna Korba
We study uniform-in-time propagation-of-chaos for continuous-time Stein Variational Gradient Descent (SVGD). Classical finite-time propagation-of-chaos estimates for mean-field sys…
Rank Based Routing in Large Server Systems under Extreme Congestion
Sayan Banerjee, Amarjit Budhiraja, Eva Loeser
We study parallel queues in an extreme heavy-traffic regime: each server works at rate , while jobs arrive to a dispatcher at rate , with fixed . A…
Flocking with Multiple Types: Competition, Fluid Limits and Traveling Waves
Sayan Banerjee, Andrew Nguyen
We study a class of interacting particle systems on with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump r…
On the Structure of Stationary Solutions to McKean-Vlasov Equations with Applications to Noisy Transformers
Krishnakumar Balasubramanian, Sayan Banerjee, Philippe Rigollet
We study stationary solutions of McKean-Vlasov equations on the circle. Our main contributions stem from observing an exact equivalence between solutions of the stationary McKean-V…