2 papers
math.OC2026
Anderson Mixing in Bures Wasserstein Space of Gaussian Measures
Vitalii Aksenov, Martin Eigel, Mathias Oster
Various statistical tasks, including sampling or computing Wasserstein barycenters, can be reformulated as fixed-point problems for operators on probability distributions. Accelera…
math.NA2024
An Eulerian approach to regularized JKO scheme with low-rank tensor decompositions for Bayesian inversion
Vitalii Aksenov, Martin Eigel
The possibility of using the Eulerian discretization for the problem of modelling high-dimensional distributions and sampling, is studied. The problem is posed as a minimization pr…