The entropic barrier: a simple and optimal universal self-concordant barrier
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Abstract (arXiv)
We prove that the Cram'er transform of the uniform measure on a convex body in ℝn is a (1+o(1)) n-self-concordant barrier, improving a seminal result of Nesterov and Nemirovski. This gives the first explicit construction of a universal barrier for convex bodies with optimal self-concordance parameter. The proof is based on basic geometry of log-concave distributions, and elementary duality in exponential families.
Key facts. Cited by 15 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 Dec 2014.
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Citing papers per year: 2021: 2; 2022: 3; 2023: 3; 2024: 1; 2025: 2; 2026: 4.
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- 2023Mirror Diffusion Models for Constrained and Watermarked Generationcited by 38
- 2023A Unified Analysis of Nonstochastic Delayed Feedback for Combinatorial Semi-Bandits, Linear Bandits, and MDPscited by 15
- 2023Banker Online Mirror Descent: A Universal Approach for Delayed Online Bandit Learningcited by 7
- 2021Optimization and Sampling Under Continuous Symmetry: Examples and Lie Theorycited by 5
- 2022Contextual Pandora's Boxcited by 5
- 2025An Improved Algorithm for Adversarial Linear Contextual Bandits via Reductioncited by 3
- 2026Swap Regret Minimization Through Response-Based Approachabilitycited by 2
- 2022Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walkcited by 1
- 2026Beyond the d2.5-mixing bound for Dikin walks on polytopescited by 1
- 2021Convergence Rates for the MAP of an Exponential Family and Stochastic Mirror Descent -- an Open Problemcited by 0
- 2022Decomposable Non-Smooth Convex Optimization with Nearly-Linear Gradient Oracle Complexitycited by 0
- 2024A conversion theorem and minimax optimality for continuum contextual banditscited by 0
3 more
- 2025Self-Concordant Perturbations for Linear Banditscited by 0
- 2026Pliable rejection samplingcited by 0
- 2026A Complete Characterization of Learnability for Adversarial Noisy Banditscited by 0
- 2026Beyond the d2.5-mixing bound for Dikin walks on polytopes15 Jul 2026
- 2026A Complete Characterization of Learnability for Adversarial Noisy Bandits9 May 2026
- 2026Pliable rejection sampling24 Apr 2026
- 2026Swap Regret Minimization Through Response-Based Approachability5 Feb 2026
- 2025Self-Concordant Perturbations for Linear Bandits28 Oct 2025
- 2025An Improved Algorithm for Adversarial Linear Contextual Bandits via Reduction16 Aug 2025
- 2024A conversion theorem and minimax optimality for continuum contextual bandits9 Jun 2024
- 2023Mirror Diffusion Models for Constrained and Watermarked Generation2 Oct 2023
- 2023A Unified Analysis of Nonstochastic Delayed Feedback for Combinatorial Semi-Bandits, Linear Bandits, and MDPs15 May 2023
- 2023Banker Online Mirror Descent: A Universal Approach for Delayed Online Bandit Learning25 Jan 2023
- 2022Decomposable Non-Smooth Convex Optimization with Nearly-Linear Gradient Oracle Complexity7 Aug 2022
- 2022Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk19 Jun 2022
- 2023A Unified Analysis of Nonstochastic Delayed Feedback for Combinatorial Semi-Bandits, Linear Bandits, and MDPscited by 15
- 2023Banker Online Mirror Descent: A Universal Approach for Delayed Online Bandit Learningcited by 7
- 2021Optimization and Sampling Under Continuous Symmetry: Examples and Lie Theorycited by 5
- 2022Contextual Pandora's Boxcited by 5
- 2025An Improved Algorithm for Adversarial Linear Contextual Bandits via Reductioncited by 3
- 2026Swap Regret Minimization Through Response-Based Approachabilitycited by 2
- 2022Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walkcited by 1
- 2026Beyond the d2.5-mixing bound for Dikin walks on polytopescited by 1
- 2021Convergence Rates for the MAP of an Exponential Family and Stochastic Mirror Descent -- an Open Problemcited by 0
- 2022Decomposable Non-Smooth Convex Optimization with Nearly-Linear Gradient Oracle Complexitycited by 0
- 2024A conversion theorem and minimax optimality for continuum contextual banditscited by 0
- 2025Self-Concordant Perturbations for Linear Banditscited by 0
12 most cited of 14 All 14 (JSON)
- 2026Beyond the d2.5-mixing bound for Dikin walks on polytopes15 Jul 2026
- 2026A Complete Characterization of Learnability for Adversarial Noisy Bandits9 May 2026
- 2026Pliable rejection sampling24 Apr 2026
- 2026Swap Regret Minimization Through Response-Based Approachability5 Feb 2026
- 2025Self-Concordant Perturbations for Linear Bandits28 Oct 2025
- 2025An Improved Algorithm for Adversarial Linear Contextual Bandits via Reduction16 Aug 2025
- 2024A conversion theorem and minimax optimality for continuum contextual bandits9 Jun 2024
- 2023A Unified Analysis of Nonstochastic Delayed Feedback for Combinatorial Semi-Bandits, Linear Bandits, and MDPs15 May 2023
- 2023Banker Online Mirror Descent: A Universal Approach for Delayed Online Bandit Learning25 Jan 2023
- 2022Decomposable Non-Smooth Convex Optimization with Nearly-Linear Gradient Oracle Complexity7 Aug 2022
- 2022Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk19 Jun 2022
- 2022Contextual Pandora's Box26 May 2022
12 newest of 14 All 14 (JSON)