activity
20152024
most citedRapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions

70 citations · 82 across the 6 of their papers we have counts for

collaborators

9 papers

cs.DS20221 cited

Re-Analyze Gauss: Bounds for Private Matrix Approximation via Dyson Brownian Motion

Oren Mangoubi, Nisheeth K. Vishnoi

Given a symmetric matrix and a vector , we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating by a matrix whose spectrum is…

cs.DC20212 cited

Sync-Switch: Hybrid Parameter Synchronization for Distributed Deep Learning

Shijian Li, Oren Mangoubi, Lijie Xu +1

Stochastic Gradient Descent (SGD) has become the de facto way to train deep neural networks in distributed clusters. A critical factor in determining the training throughput and mo…

cs.DS2019

Faster polytope rounding, sampling, and volume computation via a sublinear "Ball Walk"

Oren Mangoubi, Nisheeth K. Vishnoi

We study the problem of "isotropically rounding" a polytope , that is, computing a linear transformation which makes the uniform distribution on the polytope…

cs.DS20197 cited

Nonconvex sampling with the Metropolis-adjusted Langevin algorithm

Oren Mangoubi, Nisheeth K. Vishnoi

The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applica…

cs.LG2019

Online Sampling from Log-Concave Distributions

Holden Lee, Oren Mangoubi, Nisheeth K. Vishnoi

Given a sequence of convex functions , we study the problem of sampling from the Gibbs distribution for each epoch in…

math.PR2018

Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?

Oren Mangoubi, Natesh S. Pillai, Aaron Smith

Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their…