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We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio…

Machine Learning · Computer Science 2020-02-18 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Machine Learning · Computer Science 2016-10-18 Ohad Shamir

The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…

Machine Learning · Computer Science 2022-03-17 Zeyu Zhou , Ziyu Gong , Pradeep Ravikumar , David I. Inouye

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Machine Learning · Statistics 2026-03-11 Shinto Eguchi

Finding a transformation between two unknown probability distributions from finite samples is crucial for modeling complex data distributions and performing tasks such as sample generation, domain adaptation and statistical inference. One…

Machine Learning · Computer Science 2024-07-11 Zhe Xiong , Qiaoqiao Ding , Xiaoqun Zhang

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…

Optimization and Control · Mathematics 2022-08-23 Ashish Cherukuri , Alireza Zolanvari , Goran Banjac , Ashish R. Hota

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an…

Optimization and Control · Mathematics 2022-02-21 Iman Nodozi , Abhishek Halder

Existing work on population dynamics inference often focuses on flows arising from vector fields that are the gradients of scalar potentials. Among all admissible flows that are compatible with the population dynamics, gradient flows are…

Machine Learning · Computer Science 2026-05-26 Jules Berman , Tobias Blickhan , Benjamin Peherstorfer

Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…

Machine Learning · Computer Science 2025-06-10 Clément Bonet , Christophe Vauthier , Anna Korba

The use of optimal transport cost for learning generative models has become popular with Wasserstein Generative Adversarial Networks (WGAN). Training of WGAN relies on a theoretical background: the calculation of the gradient of the optimal…

Machine Learning · Statistics 2024-04-04 Antoine Houdard , Arthur Leclaire , Nicolas Papadakis , Julien Rabin

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

We build a new class of generative algorithms capable of efficiently learning an arbitrary target distribution from possibly scarce, high-dimensional data and subsequently generate new samples. These generative algorithms are particle-based…

Machine Learning · Statistics 2024-08-29 Hyemin Gu , Panagiota Birmpa , Yannis Pantazis , Luc Rey-Bellet , Markos A. Katsoulakis

Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

Statistics Theory · Mathematics 2023-01-05 Yuling Yan , Kaizheng Wang , Philippe Rigollet

We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…

Machine Learning · Computer Science 2026-05-22 Pablo Moreno-Muñoz , Adrian Müller , Gergely Neu

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet