Wasserstein Gradient Flows of MMD Functionals with Distance Kernels under Sobolev Regularization
Abstract
We consider Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals for positive and negative distance kernels and given target measures on . Since in one dimension the Wasserstein space can be isometrically embedded into the cone of quantile functions, Wasserstein gradient flows can be characterized by the solution of an associated Cauchy problem on . While for the negative kernel, the MMD functional is geodesically convex, this is not the case for the positive kernel, which needs to be handled to ensure the existence of the flow. We propose to add a regularizing Sobolev term corresponding to the Laplacian with Neumann boundary conditions to the Cauchy problem of quantile functions. Indeed, this ensures the existence of a generalized minimizing movement for the positive kernel. Furthermore, for the negative kernel, we demonstrate by numerical examples how the Laplacian rectifies a "dissipation-of-mass" defect of the MMD gradient flow.
Keywords
Cite
@article{arxiv.2411.09848,
title = {Wasserstein Gradient Flows of MMD Functionals with Distance Kernels under Sobolev Regularization},
author = {Richard Duong and Nicolaj Rux and Viktor Stein and Gabriele Steidl},
journal= {arXiv preprint arXiv:2411.09848},
year = {2025}
}
Comments
29 pages, 13 figures. Corrected mistake in functional in Lemma 3.1. Added Remark 3.9 on long-time asymptotics. Added clarifications and references throughout the paper