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Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient…

Analysis of PDEs · Mathematics 2024-01-08 Giovanni Conforti , Richard Kraaij , Daniela Tonon

Otto's (2001) Wasserstein gradient flow of the exclusive KL divergence functional provides a powerful and mathematically principled perspective for analyzing learning and inference algorithms. In contrast, algorithms for the inclusive KL…

Machine Learning · Statistics 2024-11-04 Jia-Jie Zhu

We develop novel neural network-based implicit particle methods to compute high-dimensional Wasserstein-type gradient flows with linear and nonlinear mobility functions. The main idea is to use the Lagrangian formulation in the…

Numerical Analysis · Mathematics 2023-11-14 Wonjun Lee , Li Wang , Wuchen Li

We consider a nonlinear fourth-order diffusion equation that arises in denoising of image densities. We propose an implicit time-stepping scheme that employs a primal-dual method for computing the subgradient of the total variation…

Numerical Analysis · Mathematics 2013-05-24 Martin Benning , Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb

In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…

Analysis of PDEs · Mathematics 2025-01-27 Jean-Baptiste Casteras , Léonard Monsaingeon , Filippo Santambrogio

Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the…

Machine Learning · Computer Science 2024-03-22 Fabian Altekrüger , Johannes Hertrich , Gabriele Steidl

We are interested in existence of gradient flows for shape functionals especially for first Laplacian eigenvalues. We introduce different techniques to prove existence and use different formulations for gradient flows. We apply a…

Spectral Theory · Mathematics 2020-03-04 Yannick Holle

The evolution of a closed two-dimensional surface driven by both mean curvature flow and a reaction--diffusion process on the surface is formulated into a system, which couples the velocity law not only to the surface partial differential…

Numerical Analysis · Mathematics 2020-08-18 Balázs Kovács , Buyang Li , Christian Lubich

In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…

Machine Learning · Statistics 2023-03-17 Antoine Bodin , Nicolas Macris

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

Despite the growing prominence of generative adversarial networks (GANs), optimization in GANs is still a poorly understood topic. In this paper, we analyze the "gradient descent" form of GAN optimization i.e., the natural setting where we…

Machine Learning · Computer Science 2018-01-16 Vaishnavh Nagarajan , J. Zico Kolter

This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…

Probability · Mathematics 2024-06-11 François Delarue , William R. P. Hammersley

A fourth-order nonlinear evolution equation is derived from a microscopic model for surface diffusion, namely, the continuum solid-on-solid model. We use the method developed by Varadhan for the computation of hydrodynamic scaling limit of…

Probability · Mathematics 2007-05-23 Anamaria Savu

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Yang Wu , Pengxu Wei , Liang Lin

We discuss geometric formulations of hydrodynamic limits in diffusive systems. Specifically, we describe a geometrical construction in the space of density profiles --- the Wasserstein geometry --- which allows the deterministic…

Statistical Mechanics · Physics 2015-06-22 Robert L. Jack , Johannes Zimmer

The blooming diffusion probabilistic models (DPMs) have garnered significant interest due to their impressive performance and the elegant inspiration they draw from physics. While earlier DPMs relied upon the Markovian assumption, recent…

Artificial Intelligence · Computer Science 2023-12-12 Bowen Sun , Shibao Zheng

We provide gradient flow interpretations for the continuous-time continuous-state Hopfield neural network (HNN). The ordinary and stochastic differential equations associated with the HNN were introduced in the literature as analog…

Optimization and Control · Mathematics 2019-11-15 Abhishek Halder , Kenneth F. Caluya , Bertrand Travacca , Scott J. Moura

Generative AI (GenAI) has revolutionized data-driven modeling by enabling the synthesis of high-dimensional data across various applications, including image generation, language modeling, biomedical signal processing, and anomaly…

Machine Learning · Computer Science 2025-09-09 Yao Xie , Xiuyuan Cheng

We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…

Optimization and Control · Mathematics 2024-06-04 Jiangze Han , Christopher Thomas Ryan , Xin T. Tong

We consider generalized gradient systems in Banach spaces whose evolutions are generated by the interplay between an energy functional and a dissipation potential. We focus on the case in which the dual dissipation potential is given by a…

Analysis of PDEs · Mathematics 2023-08-01 Alexander Mielke , Riccarda Rossi , Artur Stephan
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