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math.ST2024
Distribution-free Measures of Association based on Optimal Transport
Nabarun Deb, Promit Ghosal, Bodhisattva Sen
In this paper we propose and study a class of nonparametric, yet interpretable measures of association between two random vectors and taking values in an…
math.ST2024
Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent
Sayan Banerjee, Krishnakumar Balasubramanian, Promit Ghosal
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy () and Wasserstein-2 metr…