Andre Wibisono

Website:

Website
Assistant Professor of Computer Science
Room / Office: Dunham 226B
Office Address:
10 Hillhouse Avenue
New Haven, CT 06511
Mailing Address:
P.O. Box 208285
New Haven, CT 06520
Email: andre.wibisono@yale.edu
Degrees:
  • PhD in Computer Science, UC Berkeley, 2016
  • MA in Statistics, UC Berkeley, 2013
  • MEng in Computer Science, MIT, 2010
  • SB in Mathematics and in Computer Science, MIT, 2009

Interests:

Development and analysis of algorithms for machine learning, in particular for problems in optimization, sampling, and game dynamics, using tools from dynamical systems, statistics, and information theory.

Selected Publications:

  • "Rapid convergence of the Unadjusted Langevin Algorithm: Isoperimetry suffices", S. Vempala and A. Wibisono, Neural Information Processing Systems (NeurIPS), 2019.
  • "Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem", A. Wibisono, Conference on Learning Theory (COLT), 2018.
  • "A variational perspective on accelerated methods in optimization", A. Wibisono, A. Wilson, and M. Jordan, Proceedings of the National Academy of Sciences, 133, E7351–E7358, 2016.
  • "Minimax option pricing meets Black-Scholes in the limit", J. Abernethy, R. Frongillo, and A. Wibisono. Symposium on the Theory of Computing (STOC), 2012.