Soumik Pal

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All published works

Action	Title	Year	Authors
+ PDF Chat	The Benefits of Balance: From Information Projections to Variance Reduction	2024	Lang Liu Ronak Mehta Soumik Pal Zaïd Harchaoui
+ PDF Chat	Limiting partition function for the Mallows model: a conjecture and partial evidence	2024	Soumik Pal
+ PDF Chat	Iterated Schr\"odinger bridge approximation to Wasserstein Gradient Flows	2024	Medha Agarwal Zaïd Harchaoui Garrett Mulcahy Soumik Pal
+ PDF Chat	Asymptotics of discrete Schrödinger bridges via chaos decomposition	2024	Zaïd Harchaoui Lang Liu Soumik Pal
+ PDF Chat	On the difference between entropic cost and the optimal transport cost	2024	Soumik Pal
+	Gradient Flows on Graphons: Existence, Convergence, Continuity Equations	2023	Sewoong Oh Soumik Pal Raghav Somani Raghavendra Tripathi
+	The Aldous diffusion: a stationary evolution of the Brownian CRT	2023	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm	2023	Nabarun Deb Young‐Heon Kim Soumik Pal Geoffrey Schiebinger
+	Path convergence of Markov chains on large graphs	2023	Siva Athreya Soumik Pal Raghav Somani Raghavendra Tripathi
+	Projected Langevin dynamics and a gradient flow for entropic optimal transport	2023	Giovanni Conforti Daniel Lacker Soumik Pal
+	Ranked masses in two-parameter Fleming–Viot diffusions	2022	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+ PDF Chat	Shuffling cards by spatial motion	2022	Persi Diaconis Soumik Pal
+	Stochastic optimization on matrices and a graphon McKean-Vlasov limit	2022	Zaïd Harchaoui Sewoong Oh Soumik Pal Raghav Somani Raghavendra Tripathi
+ PDF Chat	Gradient flows on graphons: existence, convergence, continuity equations	2021	Sewoong Oh Soumik Pal Raghav Somani Raghav Tripathi
+ PDF Chat	Community detection in the sparse hypergraph stochastic block model	2021	Soumik Pal Yizhe Zhu
+ PDF Chat	Diffusions on a space of interval partitions: Poisson–Dirichlet stationary distributions	2021	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates	2021	Nicholas J. Irons Meyer Scetbon Soumik Pal Zaïd Harchaoui
+	Entropy Regularized Optimal Transport Independence Criterion	2021	Lang Liu Soumik Pal Zaïd Harchaoui
+	Ranked masses in two-parameter Fleming-Viot diffusions	2021	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Gradient flows on graphons: existence, convergence, continuity equations	2021	Sewoong Oh Soumik Pal Raghav Somani Raghav Tripathi
+	Asymptotics of Entropy-Regularized Optimal Transport via Chaos Decomposition	2020	Zaïd Harchaoui Lang Liu Soumik Pal
+ PDF Chat	The random transposition dynamics on random regular graphs and the Gaussian free field	2020	Shirshendu Ganguly Soumik Pal
+ PDF Chat	Multiplicative Schrödinger problem and the Dirichlet transport	2020	Soumik Pal Ting‐Kam Leonard Wong
+ PDF Chat	Projections of the Aldous chain on binary trees: Intertwining and consistency	2020	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Floodings of metric graphs	2020	Krzysztof Burdzy Soumik Pal
+	Metrics on sets of interval partitions with diversity	2020	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+ PDF Chat	Diffusions on a space of interval partitions: construction from marked Lévy processes	2020	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Asymptotics of Discrete Schrödinger Bridges via Chaos Decomposition	2020	Zaïd Harchaoui Lang Liu Soumik Pal
+	Diffusions on a space of interval partitions: construction from marked L\'evy processes.	2019	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+ PDF Chat	Twin peaks	2019	Krzysztof Burdzy Soumik Pal
+	Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions	2019	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	On the difference between entropic cost and the optimal transport cost	2019	Soumik Pal
+ PDF Chat	A note on transportation cost inequalities for diffusions with reflections	2019	Soumik Pal Andrey Sarantsev
+	Contradictory predictions	2019	Krzysztof Burdzy Soumik Pal
+	Diffusions on a space of interval partitions: construction from marked Lévy processes	2019	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Exponentially concave functions and high dimensional stochastic portfolio theory	2018	Soumik Pal
+	A Note on Transportation Cost Inequalities for Diffusions with Reflections	2018	Soumik Pal Andrey Sarantsev
+ PDF Chat	Uniform control of local times of spectrally positive stable processes	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Multiplicative Schr\"odinger problem and the Dirichlet transport	2018	Soumik Pal Ting‐Kam Leonard Wong
+ PDF Chat	Exponentially concave functions and a new information geometry	2018	Soumik Pal Ting‐Kam Leonard Wong
+	Projections of the Aldous chain on binary trees: Intertwining and consistency	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Interval partition evolutions with emigration related to the Aldous diffusion	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Aldous diffusion I: a projective system of continuum $k$-tree evolutions	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	A Note on Transportation Cost Inequalities for Diffusions with Reflections	2018	Soumik Pal Andrey Sarantsev
+	Multiplicative Schrödinger problem and the Dirichlet transport	2018	Soumik Pal Ting‐Kam Leonard Wong
+	Projections of the Aldous chain on binary trees: Intertwining and consistency	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+ PDF Chat	Embedding optimal transports in statistical manifolds	2017	Soumik Pal
+	Embedding optimal transports in statistical manifolds	2017	Soumik Pal
+	Floodings of metric graphs	2017	Krzysztof Burdzy Soumik Pal
+	Shuffling cards by spatial motion	2017	Persi Diaconis Soumik Pal
+	Embedding optimal transports in statistical manifolds	2017	Soumik Pal
+	Uniform control of local times of spectrally positive stable processes	2016	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Twin peaks	2016	Krzysztof Burdzy Soumik Pal
+	Exponentially concave functions and a new information geometry	2016	Soumik Pal Ting‐Kam Leonard Wong
+	Exponentially concave functions and a new information geometry	2016	Soumik Pal Ting‐Kam Leonard Wong
+	Exponentially concave functions and high dimensional stochastic portfolio theory	2016	Soumik Pal
+	Systems of Brownian particles with asymmetric collisions	2016	Ioannis Karatzas Soumik Pal Mykhaylo Shkolnikov
+	Diffusions on a space of interval partitions with Poisson-Dirichlet stationary distributions	2016	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Uniform control of local times of spectrally positive stable processes	2016	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel
+	Exponentially concave functions and high dimensional stochastic portfolio theory	2016	Soumik Pal
+	Exponentially concave functions and a new information geometry	2016	Soumik Pal Ting‐Kam Leonard Wong
+	Twin peaks	2016	Krzysztof Burdzy Soumik Pal
+ PDF Chat	The geometry of relative arbitrage	2015	Soumik Pal Ting‐Kam Leonard Wong
+	On meteors, earthworms and WIMPs	2015	Sara Billey Krzysztof Burdzy Soumik Pal Bruce E. Sagan
+	The Random Transposition Dynamics on Random Regular Graphs and the Gaussian Free Field	2014	Shirshendu Ganguly Soumik Pal
+	Cycles and eigenvalues of sequentially growing random regular graphs	2014	Tobias Johnson Soumik Pal
+ PDF Chat	Concentration of measure for Brownian particle systems interacting through their ranks	2014	Soumik Pal Mykhaylo Shkolnikov
+	The geometry of relative arbitrage	2014	Soumik Pal Ting‐Kam Leonard Wong
+	The geometry of relative arbitrage	2014	Soumik Pal Ting‐Kam Leonard Wong
+	The Random Transposition Dynamics on Random Regular Graphs and the Gaussian Free Field	2014	Shirshendu Ganguly Soumik Pal
+	Brownian earthworm	2013	Krzysztof Burdzy Zhen-Qing Chen Soumik Pal
+	Energy, entropy, and arbitrage	2013	Soumik Pal Ting‐Kam Leonard Wong
+	Intertwining diffusions and wave equations	2013	Soumik Pal Mykhaylo Shkolnikov
+ PDF Chat	Intertwining diffusions and wave equations	2013	Soumik Pal Mykhaylo Shkolnikov
+	Wright–Fisher diffusion with negative mutation rates	2013	Soumik Pal
+	Energy, entropy, and arbitrage	2013	Soumik Pal Ting‐Kam Leonard Wong
+	Intertwining diffusions and wave equations	2013	Soumik Pal Mykhaylo Shkolnikov
+	Systems of Brownian particles with asymmetric collisions	2012	Ioannis Karatzas Soumik Pal Mykhaylo Shkolnikov
+	Sparse regular random graphs: Spectral density and eigenvectors	2012	Ioana Dumitriu Soumik Pal
+ PDF Chat	Functional limit theorems for random regular graphs	2012	Ioana Dumitriu Tobias Johnson Soumik Pal Elliot Paquette
+ PDF Chat	Convergence rates for rank-based models with applications to portfolio theory	2012	Tomoyuki Ichiba Soumik Pal Mykhaylo Shkolnikov
+	Brownian approximation to counting graphs	2012	Soumik Pal
+ PDF Chat	Brownian Approximation to Counting Graphs	2012	Soumik Pal
+ PDF Chat	Extinction of Fleming-Viot-type particle systems with strong drift	2012	Mariusz Bieniek Krzysztof Burdzy Soumik Pal
+	Systems of Brownian particles with asymmetric collisions	2012	Ioannis Karatzas Soumik Pal Mykhaylo Shkolnikov
+	Brownian approximation to counting graphs	2012	Soumik Pal
+ PDF Chat	Archimedes’ principle for Brownian liquid	2011	Krzysztof Burdzy Zhen-Qing Chen Soumik Pal
+	Extinction of Fleming-Viot-type particle systems with strong drift	2011	Mariusz Bieniek Krzysztof Burdzy Soumik Pal
+	Convergence rates for rank-based models with applications to portfolio theory	2011	Tomoyuki Ichiba Soumik Pal Mykhaylo Shkolnikov
+	Markov processes on time-like graphs	2011	Krzysztof Burdzy Soumik Pal
+ PDF Chat	Concentration for multidimensional diffusions and their boundary local times	2011	Soumik Pal
+ PDF Chat	Analysis of market weights under volatility-stabilized market models	2011	Soumik Pal
+	On the Aldous diffusion on Continuum Trees. I	2011	Soumik Pal
+	Convergence rates for rank-based models with applications to portfolio theory	2011	Tomoyuki Ichiba Soumik Pal Mykhaylo Shkolnikov
+	Extinction of Fleming-Viot-type particle systems with strong drift	2011	Mariusz Bieniek Krzysztof Burdzy Soumik Pal
+	Concentration of measure for systems of Brownian particles interacting through their ranks	2010	Soumik Pal Mykhaylo Shkolnikov
+ PDF Chat	An Excursion-Theoretic Approach to Stability of Discrete-Time Stochastic Hybrid Systems	2010	Debasish Chatterjee Soumik Pal
+	Analysis of continuous strict local martingales via h-transforms	2010	Soumik Pal Philip Protter
+	Concentration for multidimensional diffusions and their boundary local times	2010	Soumik Pal
+ PDF Chat	Analysis of continuous strict local martingales via <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>h</mml:mi></mml:math>-transforms	2010	Soumik Pal Philip Protter
+	Wright-Fisher model with negative mutation rates	2010	Soumik Pal
+	Crowding of Brownian spheres	2010	Krzysztof Burdzy Soumik Pal Jason R. Swanson
+	Concentration of measure for systems of Brownian particles interacting through their ranks	2010	Soumik Pal Mykhaylo Shkolnikov
+	Concentration for multidimensional diffusions and their boundary local times	2010	Soumik Pal
+ PDF Chat	A Combinatorial Analysis of Interacting Diffusions	2009	Sourav Chatterjee Soumik Pal
+ PDF Chat	A phase transition behavior for Brownian motions interacting through their ranks	2009	Sourav Chatterjee Soumik Pal
+	A passage to the Poisson-Dirichlet through the Bessel square processes	2009	Soumik Pal
+	A combinatorial analysis of interacting diffusions	2009	Sourav Chatterjee Soumik Pal
+	On a conjectured sharpness principle for probabilistic forecasting with calibration	2009	Soumik Pal
+ PDF Chat	One-dimensional Brownian particle systems with rank-dependent drifts	2008	Soumik Pal Jim Pitman
+	COMPUTING STRATEGIES FOR ACHIEVING ACCEPTABILITY	2008	Soumik Pal
+ PDF Chat	Symmetrization of Bernoulli	2008	Soumik Pal
+	One-dimensional Brownian particle systems with rank dependent drifts	2007	Soumik Pal Jim Pitman
+	A phase transition behavior for Brownian motions interacting through their ranks	2007	Sourav Chatterjee Soumik Pal
+	Capital requirement for achieving acceptability	2006	Soumik Pal
+	Symmetrization of Bernoulli	2006	Soumik Pal
+	Capital Requirement for Achieving Acceptability	2006	Soumik Pal
+	Computing strategies for achieving acceptability	2006	Soumik Pal

Common Coauthors

Coauthor	Papers Together
Douglas Rizzolo	18
Noah Forman	18
Matthias Winkel	18
Krzysztof Burdzy	14
Mykhaylo Shkolnikov	12
Ting‐Kam Leonard Wong	12
Zaïd Harchaoui	8
Raghav Somani	5
Sewoong Oh	4
Lang Liu	4
Sourav Chatterjee	4
Ioannis Karatzas	3
Andrey Sarantsev	3
Mariusz Bieniek	3
Tomoyuki Ichiba	3
Raghavendra Tripathi	3
Shirshendu Ganguly	3
Raghav Tripathi	2
Ioana Dumitriu	2
Zhen-Qing Chen	2
Jim Pitman	2
Tobias Johnson	2
Persi Diaconis	2
Philip Protter	2
Lang Liu	1
Debasish Chatterjee	1
Geoffrey Schiebinger	1
Nabarun Deb	1
Yizhe Zhu	1
Giovanni Conforti	1
Elliot Paquette	1
Jason R. Swanson	1
Siva Athreya	1
Daniel Lacker	1
Meyer Scetbon	1
Bruce E. Sagan	1
Medha Agarwal	1
Nicholas J. Irons	1
Sara Billey	1
Young‐Heon Kim	1
Garrett Mulcahy	1
Ronak Mehta	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Atlas models of equity markets	2005	Adrian Banner Robert Fernholz Ioannis Karatzas	15
+ PDF Chat	The Continuum Random Tree. I	1991	David Aldous	12
+ PDF Chat	A phase transition behavior for Brownian motions interacting through their ranks	2009	Sourav Chatterjee Soumik Pal	12
+ PDF Chat	Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf	2008	Benjamin Jourdain Florent Malrieu	12
+ PDF Chat	The geometry of relative arbitrage	2015	Soumik Pal Ting‐Kam Leonard Wong	11
+ PDF Chat	A decomposition of Bessel Bridges	1982	Jim Pitman Marc Yor	10
+ PDF Chat	The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator	1997	Jim Pitman Marc Yor	10
+ PDF Chat	Characterization of invariant measures at the leading edge for competing particle systems	2005	A. A. Ruzmaikina Michael Aizenman	10
+ PDF Chat	One-dimensional Brownian particle systems with rank-dependent drifts	2008	Soumik Pal Jim Pitman	10
+ PDF Chat	Regenerative tree growth: Binary self-similar continuum random trees and Poisson–Dirichlet compositions	2009	Jim Pitman Matthias Winkel	9
+ PDF Chat	Regenerative composition structures	2005	Alexander Gnedin Jim Pitman	9
+ PDF Chat	Hybrid Atlas models	2011	Tomoyuki Ichiba Vassilios Papathanakos Adrian Banner Ioannis Karatzas Robert Fernholz	8
+ PDF Chat	The contour of splitting trees is a Lévy process	2010	Amaury Lambert	8
+ PDF Chat	Diversity and relative arbitrage in equity markets	2004	Robert Fernholz Ioannis Karatzas Constantinos Kardaras	8
+	The infinitely-many-neutral-alleles diffusion model	1981	S. N. Ethier Thomas G. Kurtz	8
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	8
+ PDF Chat	On collisions of Brownian particles	2010	Tomoyuki Ichiba Ioannis Karatzas	8
+ PDF Chat	The Concentration of Measure Phenomenon	2005	Michel Ledoux	8
+ PDF Chat	Reflected Brownian motion with skew symmetric data in a polyhedral domain	1987	Ruth Williams	8
+ PDF Chat	Mixing Time for a Markov Chain on Cladograms	2000	David Aldous	7
+ PDF Chat	On the structure of quasi-stationary competing particle systems	2009	Louis‐Pierre Arguin Michael Aizenman	7
+ PDF Chat	Two-parameter family of infinite-dimensional diffusions on the Kingman simplex	2009	Leonid Petrov	7
+ PDF Chat	Bessel diffusions as a one-parameter family of diffusion processes	1973	Tokuzo Shiga Shinzo Watanabe	7
+ PDF Chat	Analysis of market weights under volatility-stabilized market models	2011	Soumik Pal	7
+ PDF Chat	Optimization of relative arbitrage	2015	Ting‐Kam Leonard Wong	7
+ PDF Chat	The geometry of optimal transportation	1996	Wilfrid Gangbo Robert J. McCann	7
+	Wright–Fisher diffusion with negative mutation rates	2013	Soumik Pal	7
+ PDF Chat	Uniform control of local times of spectrally positive stable processes	2018	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel	6
+ PDF Chat	Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>	1987	J. Michael Harrison Ruth Williams	6
+	The Variational Formulation of the Fokker--Planck Equation	1998	Richard W. Jordan David Kinderlehrer Félix Otto	6
+ PDF Chat	Embedding optimal transports in statistical manifolds	2017	Soumik Pal	6
+ PDF Chat	Transportation cost-information inequalities and applications to random dynamical systems and diffusions	2004	Hacène Djellout Arnaud Guillin Liming Wu	6
+	Transportation cost for Gaussian and other product measures	1996	Michel Talagrand	6
+	From the Schrödinger problem to the Monge–Kantorovich problem	2011	Christian Léonard	6
+ PDF Chat	On the equivalence of the entropic curvature-dimension condition and Bochner’s inequality on metric measure spaces	2014	Matthias Erbar Kazumasa Kuwada Karl-Theodor Sturm	6
+ PDF Chat	A propagation of chaos result for Burgers' equation	1986	A. S. Sznitman	5
+	A measure concentration inequality for contracting markov chains	1996	K. Marton	5
+	Metrics on sets of interval partitions with diversity	2020	Noah Forman Soumik Pal Douglas Rizzolo Matthias Winkel	5
+ PDF Chat	Some diffusion processes associated with two parameter Poisson–Dirichlet distribution and Dirichlet process	2009	Shui Feng Wei Sun	5
+ PDF Chat	Foundations of Modern Probability	2021	Olav Kallenberg	5
+ PDF Chat	Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions	1987	J. Michael Harrison Ruth Williams	5
+ PDF Chat	Competing particle systems evolving by interacting Lévy processes	2011	Mykhaylo Shkolnikov	5
+ PDF Chat	The Aldous chain on cladograms in the diffusion limit	2020	Wolfgang Löhr Leonid Mytnik Anita Winter	5
+ PDF Chat	Combinatorial Stochastic Processes	2006	Jim Pitman Jean Picard	5
+ PDF Chat	Logarithmic divergences from optimal transport and Rényi geometry	2018	Ting‐Kam Leonard Wong	5
+ PDF Chat	Alpha-diversity processes and normalized inverse-Gaussian diffusions	2013	Matteo Ruggiero Stephen G. Walker Stefano Favaro	5
+	Topics in propagation of chaos	1991	Alain‐Sol Sznitman	5
+	Arcsine Laws and Interval Partitions Derived from a Stable Subordinator	1992	Jim Pitman Marc Yor	5
+	Two Results on Dual Excursions	1981	R. K. Getoor M. J. Sharpe	5
+ PDF Chat	The Motion of a Tagged Particle in the Simple Symmetric Exclusion System on $Z$	1983	Richard Arratia	5