Publications

46 results for Soumyadip Ghosh

Hamiltonian Monte Carlo with asymmetrical momentum distributions
- - Soumyadip Ghosh
  - Yingdong Lu
  - et al.
- 2025
- Physica D: Nonlinear Phenomena
Paper
REGENERATIVE ULAM-VON NEUMANN ALGORITHM: AN INNOVATIVE MARKOV CHAIN MONTE CARLO METHOD FOR MATRIX INVERSION
- - Soumyadip Ghosh
  - Lior Horesh
  - et al.
- 2025
- SIMAX
Paper
Power iteration with probabilistic updates for systems with heterogeneous performance
- - Soumyadip Ghosh
  - Lior Horesh
  - et al.
- 2025
- HPEC 2025
Conference paper
On Representations of Mean-Field Variational Inference
- - Soumyadip Ghosh
  - Yingdong Lu
  - et al.
- 2025
- Journal of Applied Analysis
Paper
Polynomial convergence of iterations of certain random operators in Hilbert space
- - Soumyadip Ghosh
  - Yingdong Lu
  - et al.
- 2024
- Journal of Applied Analysis
Paper
Distributionally Robust Optimization for Input Model Uncertainty in Simulation-Based Decision Making
- - Soumyadip Ghosh
  - Mark S. Squillante
- 2022
- WSC 2022
Conference paper
On L ^«convergence of the Hamiltonian Monte Carlo
- - Soumyadip Ghosh
  - Yingdong Lu
  - et al.
- 2022
- Journal of Applied Analysis
Paper
On L² convergence of the Hamiltonian Monte Carlo
- - Soumyadip Ghosh
  - Yingdong Lu
  - et al.
- 2022
- Applied Mathematics Letters
Paper
On min-max optimization over large data sets
- - Soumyadip Ghosh
  - Mark S. Squillante
  - et al.
- 2018
- MAMA/CINS 2018
Conference paper
Robust analysis in stochastic simulation: Computation and performance guarantees
- - Soumyadip Ghosh
  - Henry Lam
- 2019
- Operations Research
Paper