18 citations · 75 across the 20 of their papers we have counts for
11 papers · 1 filter
The query complexity of sampling from strongly log-concave distributions in one dimension
Sinho Chewi, Patrik Gerber, Chen Lu +2
We establish the first tight lower bound of on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition nu…
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm
Sinho Chewi, Chen Lu, Kwangjun Ahn +3
Conventional wisdom in the sampling literature, backed by a popular diffusion scaling limit, suggests that the mixing time of the Metropolis-Adjusted Langevin Algorithm (MALA) scal…
Fast and Smooth Interpolation on Wasserstein Space
Sinho Chewi, Julien Clancy, Thibaut Le Gouic +3
We propose a new method for smoothly interpolating probability measures using the geometry of optimal transport. To that end, we reduce this problem to the classical Euclidean sett…
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence
Sinho Chewi, Thibaut Le Gouic, Chen Lu +2
Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often described as the kernelized gradient flow for the Kullback-Leibler divergence in the geometry of o…
Exponential ergodicity of mirror-Langevin diffusions
Sinho Chewi, Thibaut Le Gouic, Chen Lu +3
Motivated by the problem of sampling from ill-conditioned log-concave distributions, we give a clean non-asymptotic convergence analysis of mirror-Langevin diffusions as introduced…
Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space
Thibaut Le Gouic, Quentin Paris, Philippe Rigollet +1
This work establishes fast rates of convergence for empirical barycenters over a large class of geodesic spaces with curvature bounds in the sense of Alexandrov. More specifically,…
Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendible geodesics
Adil Ahidar-Coutrix, Thibaut Le Gouic, Quentin Paris
This paper provides rates of convergence for empirical (generalised) barycenters on compact geodesic metric spaces under general conditions using empirical processes techniques. Ou…
A notion of stability for k-means clustering
Thibaut Le Gouic, Quentin Paris
In this paper, we define and study a new notion of stability for the -means clustering scheme building upon the notion of quantization of a probability measure. We connect this…
Mass localization
Thibaut Le Gouic
For a given class of closed sets of a measured metric space , we want to find the smallest element of the class such that , f…
Existence and Consistency of Wasserstein Barycenters
Thibaut Le Gouic, Jean-Michel Loubes
In this paper, based on the Fr{é}chet mean, we define a notion of barycenter corresponding to a usual notion of statistical mean. We prove the existence of Wasserstein barycenters…
Distribution's template estimate with Wasserstein metrics
Emmanuel Boissard, Thibaut Le Gouic, Jean-Michel Loubes
In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in t…