Related papers: A primal-dual approach for a total variation Wasse…
In this paper, we propose a continuous-time primal-dual approach for linearly constrained multiobjective optimization problems. A novel dynamical model, called accelerated multiobjective primal-dual flow, is presented with a second-order…
We apply a novel optimization scheme from the image processing and machine learning areas, a fast Primal-Dual method, to achieve controllable and realistic fluid simulations. While our method is generally applicable to many problems in…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…
In this paper, we consider a primal-dual domain decomposition method for total variation regularized problems appearing in mathematical image processing. The model problem is transformed into an equivalent constrained minimization problem…
We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…
We consider a gradient flow of the total variation in a negative Sobolev space $H^{-s}$ $(0\leq s \leq 1)$ under the periodic boundary condition. If $s=0$, the flow is nothing but the classical total variation flow. If $s=1$, this is the…
In this paper, we consider a nonsmooth convex finite-sum problem with a conic constraint. To overcome the challenge of projecting onto the constraint set and computing the full (sub)gradient, we introduce a primal-dual incremental gradient…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…
Total variation denoising is a nonlinear filtering method well suited for the estimation of piecewise-constant signals observed in additive white Gaussian noise. The method is defined by the minimization of a particular non-differentiable…
We consider primal-dual mixed finite element methods for the advection--diffusion equation. For the primal variable we use standard continuous finite element space and for the flux we use the Raviart-Thomas space. We prove optimal a priori…
Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…
We present a primal only derivation of Mirror Descent as a "partial" discretization of gradient flow on a Riemannian manifold where the metric tensor is the Hessian of the Mirror Descent potential. We contrast this discretization to Natural…
Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…
We develop a novel deep learning approach for pricing European options in diffusion models, that can efficiently handle high-dimensional problems resulting from Markovian approximations of rough volatility models. The option pricing partial…
The total variation-based image denoising model has been generalized and extended in numerous ways, improving its performance in different contexts. We propose a new penalty function motivated by the recent progress in the statistical…
We study the modeling of a compressible two-phase flow in a porous medium. The governing free boundary problem is known as the Verigin problem with phase transition. We introduce a novel variational framework to construct weak solutions.…
Image inverse problems have numerous applications, including image processing, super-resolution, and computer vision, which are important areas in image science. These application models can be seen as a three-function composite…