Monthly Archives: December 2014

Guest post by Sasho Nikolov: Beating Monte Carlo

If you work long enough in any mathematical science, at some point you will need to estimate an integral that does not have a simple closed form. Maybe your function is really complicated. Maybe it’s really high dimensional. Often you … Continue reading

Posted in Theoretical Computer Science | 7 Comments

The entropic barrier: a simple and optimal universal self-concordant barrier

Ronen Eldan and I have just uploaded our new paper on the arxiv (it should appear tomorrow, for the moment you can see it here). The abstract reads as follows: We prove that the Fenchel dual of the log-Laplace transform … Continue reading

Posted in Optimization | 5 Comments