Oren Mangoubi

activity

20152025

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

70 citations · 138 across the 21 of their papers we have counts for

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Showing 2024Show all

2 papers · 1 filter

cs.DS2024

Faster Sampling from Log-Concave Densities over Polytopes via Efficient Linear Solvers

Oren Mangoubi, Nisheeth K. Vishnoi

We consider the problem of sampling from a log-concave distribution $π (θ) \propto e^{- f (θ)}$ constrained to a polytope $K := {θ \in R^{d} : A θ \leq b}$ , where $A\in \mathbb{R}^…

math.ST2024★ 1 cited

Singular Subspace Perturbation Bounds via Rectangular Random Matrix Diffusions

Peiyao Lai, Oren Mangoubi

Given a matrix $A \in R^{m \times d}$ with singular values $σ_{1} \geq \dots \geq σ_{d}$ , and a random matrix $G \in R^{m \times d}$ with iid $N (0, T)$ entries for some…