14 citations · 15 across the 3 of their papers we have counts for
3 papers
stat.ML2019★ 14 cited
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry
Andre Wibisono
We study the Proximal Langevin Algorithm (PLA) for sampling from a probability distribution on under isoperimetry. We prove a convergence guarantee for P…
stat.ML2014★ 1 cited
Concavity of reweighted Kikuchi approximation
Po-Ling Loh, Andre Wibisono
We analyze a reweighted version of the Kikuchi approximation for estimating the log partition function of a product distribution defined over a region graph. We establish sufficien…
q-fin.CP2012
Minimax Option Pricing Meets Black-Scholes in the Limit
Jacob Abernethy, Rafael M. Frongillo, Andre Wibisono
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset's future market price. In short, an option has a p…