Young-Heon Kim

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math.PR2026

Mirror Langevin diffusions: Convergence rates and Markov chain approximations

Benjamin Capdeville, Young-Heon Kim, Soumik Pal

Given a strongly convex function $u$ , equip $R^{d}$ with a Riemannian metric given by the Hessian $\nabla^{2} u$ . This is a so-called Hessian manifold. Given a probability density $I^¼$ …

math.PR2025

Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm

Nabarun Deb, Young-Heon Kim, Soumik Pal +1

We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges…