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Multivariate Ranks and Quantiles using Optimal Transportation and Applications to Goodness-of-fit Testing

- Promit Ghosal, B. Sen
- Mathematics, Computer Science
- 14 May 2019

TLDR

Lower tail of the KPZ equation

- Ivan Corwin, Promit Ghosal
- Mathematics
- 9 February 2018

We provide the first tight bounds on the lower tail probability of the one point distribution of the KPZ equation with narrow wedge initial data. Our bounds hold for all sufficiently large times $T$… Expand

Measuring Association on Topological Spaces Using Kernels and Geometric Graphs

- Nabarun Deb, Promit Ghosal, B. Sen
- Mathematics
- 5 October 2020

In this paper we propose and study a class of simple, nonparametric, yet interpretable measures of association between two random variables $X$ and $Y$ taking values in general topological spaces.… Expand

Joint estimation of parameters in Ising model

- Promit Ghosal, S. Mukherjee
- MathematicsThe Annals of Statistics
- 19 January 2018

We study joint estimation of the inverse temperature and magnetization parameters $(\beta,B)$ of an Ising model with a non-negative coupling matrix $A_n$ of size $n\times n$, given one sample from… Expand

Stochastic PDE Limit of the Six Vertex Model

- Ivan Corwin, Promit Ghosal, Hao Shen, Li-Cheng Tsai
- MathematicsCommunications in Mathematical Physics
- 21 March 2018

We study the stochastic six vertex model and prove that under weak asymmetry scaling (i.e., when the parameter $$\Delta \rightarrow 1^+$$ Δ → 1 + so as to zoom into the ferroelectric/disordered phase… Expand

Entropic Optimal Transport: Geometry and Large Deviations

- Espen Bernton, Promit Ghosal, Marcel Nutz
- Mathematics
- 8 February 2021

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a… Expand

Lyapunov exponents of the SHE for general initial data

- Promit Ghosal, Yier Lin
- Mathematics
- 13 July 2020

We consider the $(1+1)$-dimensional stochastic heat equation (SHE) with multiplicative white noise and the Cole-Hopf solution of the Kardar-Parisi-Zhang (KPZ) equation. We show an exact way of… Expand

Coulomb-Gas Electrostatics Controls Large Fluctuations of the Kardar-Parisi-Zhang Equation.

- Ivan Corwin, Promit Ghosal, Alexandre Krajenbrink, P. le Doussal, Li-Cheng Tsai
- MathematicsPhysical review letters
- 15 March 2018

TLDR

Rates of Estimation of Optimal Transport Maps using Plug-in Estimators via Barycentric Projections

- Nabarun Deb, Promit Ghosal, B. Sen
- MathematicsNeurIPS
- 4 July 2021

Optimal transport maps between two probability distributions μ and ν on R have found extensive applications in both machine learning and statistics. In practice, these maps need to be estimated from… Expand

KPZ equation tails for general initial data

- Ivan Corwin, Promit Ghosal
- Mathematics, Computer ScienceElectronic Journal of Probability
- 16 October 2018

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