Entropy-regularised optimisation paper accepted in the Annals of Statistics

LesterMackey · x · 2026-11-05

Microsoft Research's Lester Mackey boosts a paper forthcoming in the Annals of Statistics. In optimisation, gradients guide convergence — but what's the analogue when the objective is over probability distributions? The paper introduces a way to evaluate sample approximations to optima for entropy-regularised objectives, with a core idea (local linearisation) simple enough to explain to a high schooler.

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