Author

Alexander Rakhlin

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#machine learning Preprint Oct 2026

Oracle-Efficient and Parameter-Free Agnostic Smoothed Online Learning

Online learning is an attractive framework in many domains because it permits well-defined learning even when data are dependent or chosen adversarially. This generality, however, comes at a steep price, introducing significant statistical and computational barriers. Recently, smoothed online learning has emerged as a...

S. Voitovych, Adam Block, Alexander Rakhlin et al. · 0 citations

Preprint Aug 2026

Exact simulation of diffusions and improved algorithms for log-concave sampling

We study exact simulation of diffusions via rejection sampling on path space using unbiased estimators of the density ratio obtained from Girsanov's theorem. When applied to the underdamped Langevin diffusion, it yields an algorithm for sampling from a strongly log-concave and log-smooth distribution with condition num...

Fan Chen, Sinho Chewi, Alexander Rakhlin et al. · 1 citation