| Publication | Date of Publication | Type |
|---|
Wasserstein mirror gradient flow as the limit of the Sinkhorn algorithm
The Annals of Probability | 2026-09-14 | Paper |
Langevin diffusion approximation to same marginal Schrödinger bridge
Journal of Functional Analysis | 2026-04-22 | Paper |
Stochastic optimization on matrices and a graphon McKean-Vlasov limit
The Annals of Applied Probability | 2026-03-10 | Paper |
Langevin Diffusion Approximation to Same Marginal Schrödinger Bridge
(available as arXiv preprint) | 2026-01-01 | Paper |
Intertwining diffusions and wave equations
(available as arXiv preprint) | 2025-01-01 | Paper |
Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm
(available as arXiv preprint) | 2025-01-01 | Paper |
On the Wasserstein alignment problem
(available as arXiv preprint) | 2025-01-01 | Paper |
Asymptotics of discrete Schrödinger bridges via chaos decomposition
Bernoulli | 2024-07-02 | Paper |
On the difference between entropic cost and the optimal transport cost
The Annals of Applied Probability | 2024-04-10 | Paper |
Iterated Schrödinger bridge approximation to Wasserstein Gradient Flows
(available as arXiv preprint) | 2024-01-01 | Paper |
Limiting partition function for the Mallows model: a conjecture and partial evidence
(available as arXiv preprint) | 2024-01-01 | Paper |
Community detection in the sparse hypergraph stochastic block model
Random Structures & Algorithms | 2023-10-12 | Paper |
| Projected Langevin dynamics and a gradient flow for entropic optimal transport | 2023-09-15 | Paper |
| Path convergence of Markov chains on large graphs | 2023-08-17 | Paper |
| Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm | 2023-07-31 | Paper |
| The Aldous diffusion: a stationary evolution of the Brownian CRT | 2023-05-26 | Paper |
Ranked masses in two-parameter Fleming–Viot diffusions
Transactions of the American Mathematical Society | 2023-01-12 | Paper |
The Aldous diffusion: a stationary evolution of the Brownian CRT
(available as arXiv preprint) | 2023-01-01 | Paper |
Path convergence of Markov chains on large graphs
(available as arXiv preprint) | 2023-01-01 | Paper |
Projected Langevin dynamics and a gradient flow for entropic optimal transport
(available as arXiv preprint) | 2023-01-01 | Paper |
| Stochastic optimization on matrices and a graphon McKean-Vlasov limit | 2022-10-02 | Paper |
Shuffling cards by spatial motion
Stochastic Processes and their Applications | 2022-08-29 | Paper |
Can coherent predictions be contradictory?
Advances in Applied Probability | 2022-01-18 | Paper |
| Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates | 2021-12-31 | Paper |
| Gradient flows on graphons: existence, convergence, continuity equations | 2021-11-17 | Paper |
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
The Annals of Probability | 2021-07-02 | Paper |
The random transposition dynamics on random regular graphs and the Gaussian free field
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
The random transposition dynamics on random regular graphs and the Gaussian free field
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
Diffusions on a space of interval partitions: construction from marked Lévy processes
Electronic Journal of Probability | 2021-05-04 | Paper |
Diffusions on a space of interval partitions: construction from marked Lévy processes
Electronic Journal of Probability | 2021-05-04 | Paper |
Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates
(available as arXiv preprint) | 2021-01-01 | Paper |
Projections of the Aldous chain on binary trees: intertwining and consistency
Random Structures & Algorithms | 2020-11-30 | Paper |
| Asymptotics of Discrete Schr\"odinger Bridges via Chaos Decomposition | 2020-11-17 | Paper |
Multiplicative Schrödinger problem and the Dirichlet transport
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-09-22 | Paper |
Metrics on sets of interval partitions with diversity
Electronic Communications in Probability | 2020-07-29 | Paper |
Metrics on sets of interval partitions with diversity
Electronic Communications in Probability | 2020-07-29 | Paper |
Twin peaks
Random Structures & Algorithms | 2020-06-19 | Paper |
Floodings of metric graphs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-05-21 | Paper |
| Contradictory predictions | 2019-11-29 | Paper |
Exponentially concave functions and high dimensional stochastic portfolio theory
Stochastic Processes and their Applications | 2019-09-19 | Paper |
A note on transportation cost inequalities for diffusions with reflections
Electronic Communications in Probability | 2019-05-16 | Paper |
A note on transportation cost inequalities for diffusions with reflections
Electronic Communications in Probability | 2019-05-16 | Paper |
Contradictory predictions
(available as arXiv preprint) | 2019-01-01 | Paper |
Uniform control of local times of spectrally positive stable processes
The Annals of Applied Probability | 2018-11-07 | Paper |
Uniform control of local times of spectrally positive stable processes
The Annals of Applied Probability | 2018-11-07 | Paper |
| Aldous diffusion I: a projective system of continuum k-tree evolutions | 2018-09-20 | Paper |
Exponentially concave functions and a new information geometry
The Annals of Probability | 2018-04-24 | Paper |
Exponentially concave functions and a new information geometry
The Annals of Probability | 2018-04-24 | Paper |
Embedding optimal transports in statistical manifolds
Indian Journal of Pure & Applied Mathematics | 2018-04-18 | Paper |
| Interval partition evolutions with emigration related to the Aldous diffusion | 2018-04-03 | Paper |
Interval partition evolutions with emigration related to the Aldous diffusion
(available as arXiv preprint) | 2018-01-01 | Paper |
Aldous diffusion I: a projective system of continuum $k$-tree evolutions
(available as arXiv preprint) | 2018-01-01 | Paper |
| Diffusions on a space of interval partitions with Poisson-Dirichlet stationary distributions | 2016-09-21 | Paper |
The geometry of relative arbitrage
Mathematics and Financial Economics | 2016-06-29 | Paper |
Systems of Brownian particles with asymmetric collisions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
Diffusions on a space of interval partitions with Poisson-Dirichlet stationary distributions
(available as arXiv preprint) | 2016-01-01 | Paper |
On meteors, earthworms and wimps
The Annals of Applied Probability | 2015-07-27 | Paper |
On meteors, earthworms and wimps
The Annals of Applied Probability | 2015-07-27 | Paper |
Cycles and eigenvalues of sequentially growing random regular graphs
The Annals of Probability | 2014-08-22 | Paper |
Concentration of measure for Brownian particle systems interacting through their ranks
The Annals of Applied Probability | 2014-08-06 | Paper |
Concentration of measure for Brownian particle systems interacting through their ranks
The Annals of Applied Probability | 2014-08-06 | Paper |
Brownian earthworm
The Annals of Probability | 2014-01-31 | Paper |
Crowding of Brownian spheres
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Crowding of Brownian spheres
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Functional limit theorems for random regular graphs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-09-09 | Paper |
| Energy, entropy, and arbitrage | 2013-08-25 | Paper |
Convergence rates for rank-based models with applications to portfolio theory
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-06-19 | Paper |
| Intertwining diffusions and wave equations | 2013-06-04 | Paper |
Wright-Fisher diffusion with negative mutation rates
The Annals of Probability | 2013-05-24 | Paper |
Wright-Fisher diffusion with negative mutation rates
The Annals of Probability | 2013-05-24 | Paper |
Concentration for multidimensional diffusions and their boundary local times
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-14 | Paper |
Brownian approximation to counting graphs
SIAM Journal on Discrete Mathematics | 2013-01-04 | Paper |
Energy, entropy, and arbitrage
(available as arXiv preprint) | 2013-01-01 | Paper |
Sparse regular random graphs: spectral density and eigenvectors
The Annals of Probability | 2012-11-29 | Paper |
Sparse regular random graphs: spectral density and eigenvectors
The Annals of Probability | 2012-11-29 | Paper |
Extinction of Fleming-Viot-type particle systems with strong drift
Electronic Journal of Probability | 2012-06-22 | Paper |
A combinatorial analysis of interacting diffusions
Journal of Theoretical Probability | 2012-02-13 | Paper |
Archimedes' principle for Brownian liquid
The Annals of Applied Probability | 2012-01-10 | Paper |
Markov processes on time-like graphs
The Annals of Probability | 2011-10-10 | Paper |
Analysis of market weights under volatility-stabilized market models
The Annals of Applied Probability | 2011-07-19 | Paper |
An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
Applied Mathematics and Optimization | 2011-05-11 | Paper |
An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
Applied Mathematics and Optimization | 2011-05-11 | Paper |
| On the Aldous diffusion on Continuum Trees. I | 2011-04-21 | Paper |
Amendments and Corrections: 'On a conjectured sharpness principle for probabilistic forecasting with calibration'
Biometrika | 2011-01-20 | Paper |
On the Aldous diffusion on Continuum Trees. I
(available as arXiv preprint) | 2011-01-01 | Paper |
Analysis of continuous strict local martingales via \(h\)-transforms
Stochastic Processes and their Applications | 2010-08-03 | Paper |
A phase transition behavior for Brownian motions interacting through their ranks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-04-12 | Paper |
A note on a conjectured sharpness principle for probabilistic forecasting with calibration
Biometrika | 2009-12-18 | Paper |
Symmetrization of Bernoulli
Electronic Communications in Probability | 2009-11-20 | Paper |
Symmetrization of Bernoulli
Electronic Communications in Probability | 2009-11-20 | Paper |
Symmetrization of Bernoulli
Electronic Communications in Probability | 2009-11-20 | Paper |
| A passage to the Poisson-Dirichlet through the Bessel square processes | 2009-02-01 | Paper |
One-dimensional Brownian particle systems with rank-dependent drifts
The Annals of Applied Probability | 2009-01-13 | Paper |
WITHDRAWN: A passage to the Poisson-Dirichlet through the Bessel square processes
(available as arXiv preprint) | 2009-01-01 | Paper |
Computing strategies for achieving acceptability: a Monte Carlo approach
Stochastic Processes and their Applications | 2007-12-17 | Paper |
