65 citations · 377 across the 50 of their papers we have counts for
51 papers · 1 filter
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…
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…
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…
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…
Ranked masses in two-parameter Fleming-Viot diffusions
Noah Forman, Soumik Pal, Douglas Rizzolo +1
In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval ) that are stationary wi…
Asymptotics of Discrete Schrödinger Bridges via Chaos Decomposition
Zaid Harchaoui, Lang Liu, Soumik Pal
Consider the problem of matching two independent i.i.d. samples of size from two distributions and in . For an arbitrary continuous cost function, the opt…