activity
20062023
most citedAnalysis of continuous strict local martingales via h-transforms

65 citations · 377 across the 50 of their papers we have counts for

collaborators

57 papers

math.PR2023★ 1 cited

Path convergence of Markov chains on large graphs

Siva Athreya, Soumik Pal, Raghav Somani +1

We consider two classes of natural stochastic processes on finite unlabeled graphs. These are Euclidean stochastic optimization algorithms on the adjacency matrix of weighted graph…

math.PR2023

Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm

Nabarun Deb, Young-Heon Kim, Soumik Pal +1

We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges…

math.PR2023

The Aldous diffusion: a stationary evolution of the Brownian CRT

Noah Forman, Soumik Pal, Douglas Rizzolo +1

Motivated by a down-up Markov chain on cladograms, David Aldous conjectured in 1999 that there exists a "diffusion on continuum trees" whose mass partitions at any finite number of…

stat.ML2021★ 2 cited

Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates

Nicholas J. Irons, Meyer Scetbon, Soumik Pal +1

Triangular flows, also known as Knöthe-Rosenblatt measure couplings, comprise an important building block of normalizing flow models for generative modeling and density estimation,…

stat.ML2021★ 3 cited

Entropy Regularized Optimal Transport Independence Criterion

Lang Liu, Soumik Pal, Zaid Harchaoui

We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asym…

math.PR2021★ 2 cited

Gradient flows on graphons: existence, convergence, continuity equations

Sewoong Oh, Soumik Pal, Raghav Somani +1

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable p…