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Austin J Stromme

2 accepted papers

2025

Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics

ICLR 2025poster

Geometric tempering is a popular approach to sampling from challenging multi-modal probability distributions by instead sampling from a sequence of distributions which interpolate, using the geometric mean, between an easier proposal distribution and the target distribution. In this paper, we theore…

Cited by 3SourcePDFScholar
2021

Averaging on the Bures-Wasserstein manifold: dimension-free convergence of gradient descent

NeurIPS 2021spotlight

We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric. Although the objective is geodesically non-convex, Riemannian gradient descent empirically converges rapidly, in fact faster than off-the-shelf methods su…

Cited by 60SourcePDFScholar