2 papers
math.PR2026
Scaling limit of Sinkhorn-rescaled Random Matrices via Stability of Static Schrödinger Bridges
Danny Duan, Hanbaek Lyu, William Powell
We analyze the asymptotic behavior and scaling limits of large random matrices rescaled via the Sinkhorn algorithm to match prescribed row and column margins. For a random matrix w…
math.OC2025
Regularized Overestimated Newton
Danny Duan, Hanbaek Lyu
We propose Regularized Overestimated Newton (RON), a Newton-type method with low per-iteration cost and strong global and local convergence guarantees for smooth convex optimizatio…