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20242026
most citedFast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion

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math.NA2024

Regenerative Ulam-von Neumann Algorithm: An Innovative Markov chain Monte Carlo Method for Matrix Inversion

Soumyadip Ghosh, Lior Horesh, Vassilis Kalantzis +2

This paper presents a regenerative variant of the classical Ulam-von Neumann Markov chain Monte Carlo algorithm for the approximation of the matrix inverse. The algorithm presented…

math.ST2024

On Convergence of the Alternating Directions SGHMC Algorithm

Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki

We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SG…