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math.PR2025
Langevin Diffusion Approximation to Same Marginal Schrödinger Bridge
Medha Agarwal, Zaid Harchaoui, Garrett Mulcahy +1
We introduce a novel approximation to the same marginal Schrödinger bridge using the Langevin diffusion. As , it is known that the barycentric projection…
math.PR2022
Stochastic optimization on matrices and a graphon McKean-Vlasov limit
Zaid Harchaoui, Sewoong Oh, Soumik Pal +2
We consider stochastic gradient descents on the space of large symmetric matrices of suitable functions that are invariant under permuting the rows and columns using the same permu…