Joseph Lehec

activity

20102026

most citedA direct proof of the functional Santalo inequality

56 citations · 159 across the 18 of their papers we have counts for

collaborators

Showing 2015 · math.PRShow all

3 papers · 2 filters

math.PR2015

Borell's formula for a Riemannian manifold and applications

Joseph Lehec

Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting a…

math.PR2015

Sampling from a log-concave distribution with Projected Langevin Monte Carlo

Sébastien Bubeck, Ronen Eldan, Joseph Lehec

We extend the Langevin Monte Carlo (LMC) algorithm to compactly supported measures via a projection step, akin to projected Stochastic Gradient Descent (SGD). We show that (project…

math.PR2015★ 3 cited

Regularization in $L_{1}$ for the Ornstein--Uhlenbeck semigroup

Joseph Lehec

Let $γ_{n}$ be the standard Gaussian measure on $R^{n}$ and let $(Q_{t})$ be the Ornstein--Ulhenbeck semigroup. Eldan and Lee recently established that for every non--negative fu…

Borell's formula for a Riemannian manifold and applications

Sampling from a log-concave distribution with Projected Langevin Monte Carlo

Regularization in L1​ for the Ornstein--Uhlenbeck semigroup

Regularization in $L_{1}$ for the Ornstein--Uhlenbeck semigroup