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07/24/2023
Efficiently Sampling the PSD Cone with the Metric Dikin Walk
Semi-definite programs represent a frontier of efficient computation. Wh...
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10/13/2022
Condition-number-independent Convergence Rate of Riemannian Hamiltonian Monte Carlo with Numerical Integrators
We study the convergence rate of discretized Riemannian Hamiltonian Mont...
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02/03/2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space
We demonstrate for the first time that ill-conditioned, non-smooth, cons...
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07/15/2020
Vertex Sparsification for Edge Connectivity
Graph compression or sparsification is a basic information-theoretic and...
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06/17/2020