Soumik Pal
- Projected Langevin dynamics and a gradient flow for entropic optimal transport
2023/09/15 by Giovanni Conforti, Daniel Lacker, Conforti, Giovanni +3 · 9 citations
Computer Science · Mathematics · Medicine · #49Q22 #60H30 #Advanced Neuroimaging Techniques and Applications #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Generative Adversarial Networks and Image Synthesis #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR)
- One-dimensional Brownian particle systems with rank dependent drifts
2007/04/06 by Soumik Pal, Pal, Soumik, Jim Pitman +1 · 2 citations
Mathematics · #60G07 #60G55 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Entropy Regularized Optimal Transport Independence Criterion
2021/12/31 by Lang Liu, Soumik Pal, Liu, Lang +3 · 2 citations
Computer Science · Mathematics · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Statistical Methods and Inference
- Concentration of measure for systems of Brownian particles interacting\n through their ranks
2010/11/10 by Soumik Pal, Pal, Soumik, Mykhaylo Shkolnikov +1 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Point processes and geometric inequalities #Stochastic processes and financial applications
- Mirror Langevin diffusions: Convergence rates and Markov chain approximations
2026/07/24 by Benjamin Capdeville, Young-Heon Kim, Soumik Pal
#math.PR #stat.ML