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Soumik Pal

57 papers hereh-index 211.6k citations79 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author12
  • first author10
  • middle author20
  • last author15

Across the 57 of 57 papers where every author was matched, so the position is known.

fields
  • math.PR51
  • q-fin.PM2
  • stat.ML2
  • math.OC1
  • math.ST1
same name
  • Soumik Pal — 12 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

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
Showing 2023Show all

3 papers · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.