REGENERATIVE ULAM-VON NEUMANN ALGORITHM: AN INNOVATIVE MARKOV CHAIN MONTE CARLO METHOD FOR MATRIX INVERSION
- Soumyadip Ghosh
- Lior Horesh
- et al.
- 2025
- SIMAX
Publications
44 results for Soumyadip Ghosh
On representations of mean-field variational inference
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2025
- Journal of Applied Analysis
Polynomial convergence of iterations of certain random operators in Hilbert space
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2024
- Journal of Applied Analysis
Distributionally Robust Optimization for Input Model Uncertainty in Simulation-Based Decision Making
- Soumyadip Ghosh
- Mark S. Squillante
- 2022
- WSC 2022
On L «convergence of the Hamiltonian Monte Carlo
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2022
- Journal of Applied Analysis
On L2 convergence of the Hamiltonian Monte Carlo
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2022
- Applied Mathematics Letters
On min-max optimization over large data sets
- Soumyadip Ghosh
- Mark S. Squillante
- et al.
- 2018
- MAMA/CINS 2018
Robust analysis in stochastic simulation: Computation and performance guarantees
- Soumyadip Ghosh
- Henry Lam
- 2019
- Operations Research
Slow and stale gradients can win the race: Error-Runtime trade-offs in distributed SGD
- Sanghamitra Dutta
- Gauri Joshi
- et al.
- 2018
- AISTATS 2018
On sampling rates in simulation-based recursions
- Raghu Pasupathy
- Peter W. Glynn
- et al.
- 2018
- SIOPT