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We consider the filtering and prediction problem for a diffusion process. The signal and observation are modeled by stochastic differential equations (SDEs) driven by correlated Wiener processes. In classical estimation theory,…

Machine Learning · Statistics 2022-09-16 Fabian Germ , Marc Sabate-Vidales

One of the most significant challenges in statistical signal processing and machine learning is how to obtain a generative model that can produce samples of large-scale data distribution, such as images and speeches. Generative Adversarial…

Computer Vision and Pattern Recognition · Computer Science 2020-05-28 Pegah Salehi , Abdolah Chalechale , Maryam Taghizadeh

We propose Graphical Generative Adversarial Networks (Graphical-GAN) to model structured data. Graphical-GAN conjoins the power of Bayesian networks on compactly representing the dependency structures among random variables and that of…

Machine Learning · Computer Science 2018-12-18 Chongxuan Li , Max Welling , Jun Zhu , Bo Zhang

This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…

Machine Learning · Computer Science 2022-06-10 Jian Huang , Yuling Jiao , Zhen Li , Shiao Liu , Yang Wang , Yunfei Yang

In this paper, we study a physics-informed algorithm for Wasserstein Generative Adversarial Networks (WGANs) for uncertainty quantification in solutions of partial differential equations. By using groupsort activation functions in…

Numerical Analysis · Mathematics 2022-08-10 Yihang Gao , Michael K. Ng

Stochastic subgrid-scale parametrizations aim to incorporate effects of unresolved processes in an effective model by sampling from a distribution usually described in terms of resolved modes. This is an active research area in climate,…

Computational Physics · Physics 2021-12-01 Jeric Alcala , Ilya Timofeyev

A fundamental problem in geophysical modeling is related to the identification and approximation of causal structures among physical processes. However, resolving the bidirectional mappings between physical parameters and model state…

Data Analysis, Statistics and Probability · Physics 2018-10-31 Alexander Y. Sun

Generative adversarial networks (GAN) have been effective for learning generative models for real-world data. However, existing GANs (GAN and its variants) tend to suffer from training problems such as instability and mode collapse. In this…

Machine Learning · Computer Science 2018-03-05 Chaoyue Wang , Chang Xu , Xin Yao , Dacheng Tao

In this work, we train conditional Wasserstein generative adversarial networks to effectively sample from the posterior of physics-based Bayesian inference problems. The generator is constructed using a U-Net architecture, with the latent…

Machine Learning · Statistics 2022-11-21 Deep Ray , Harisankar Ramaswamy , Dhruv V. Patel , Assad A. Oberai

We introduce Kernel Density Discrimination GAN (KDD GAN), a novel method for generative adversarial learning. KDD GAN formulates the training as a likelihood ratio optimization problem where the data distributions are written explicitly via…

Machine Learning · Computer Science 2021-07-14 Abdelhak Lemkhenter , Adam Bielski , Alp Eren Sari , Paolo Favaro

Generative adversarial networks (GANs) are one of the most robust and versatile techniques in the field of generative artificial intelligence. In this work, we report on an application of GANs in the domain of synthetic spectral data…

Generative models based on latent variables, such as generative adversarial networks (GANs) and variational auto-encoders (VAEs), have gained lots of interests due to their impressive performance in many fields. However, many data such as…

Machine Learning · Statistics 2024-09-30 Yixuan Qiu , Qingyi Gao , Xiao Wang

Stochastic differential equations (SDEs) have been widely used to model real world random phenomena. Existing works mainly focus on the case where the time series is modeled by a single SDE, which might be restrictive for modeling time…

Machine Learning · Computer Science 2024-01-23 Zhongchang Sun , Yousef El-Laham , Svitlana Vyetrenko

This paper proposes a new theoretical lens to view Wasserstein generative adversarial networks (WGANs). To minimize the Wasserstein-1 distance between the true data distribution and our estimate of it, we derive a distribution-dependent…

Machine Learning · Statistics 2025-02-05 Zachariah Malik , Yu-Jui Huang

Physics-informed neural networks (PINNs) provide a deep learning framework for numerically solving partial differential equations (PDEs), and have been widely used in a variety of PDE problems. However, there still remain some challenges in…

Machine Learning · Computer Science 2022-05-19 Wensheng Li , Chao Zhang , Chuncheng Wang , Hanting Guan , Dacheng Tao

Generative adversarial networks (GANs) are a machine learning technique capable of producing high-quality synthetic images. In the field of materials science, when a crystallographic dataset includes inadequate or difficult-to-obtain…

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…

Machine Learning · Statistics 2017-02-28 Shakir Mohamed , Balaji Lakshminarayanan

We propose a novel modular inference approach combining two different generative models -- generative adversarial networks (GAN) and normalizing flows -- to approximate the posterior distribution of physics-based Bayesian inverse problems…

Computational Engineering, Finance, and Science · Computer Science 2023-10-10 Agnimitra Dasgupta , Dhruv V Patel , Deep Ray , Erik A Johnson , Assad A Oberai

Generative adversarial networks (GANs) are a class of generative models, known for producing accurate samples. The key feature of GANs is that there are two antagonistic neural networks: the generator and the discriminator. The main…

Machine Learning · Computer Science 2025-08-05 Barbara Franci , Sergio Grammatico

In this paper, we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the…

Machine Learning · Computer Science 2019-06-25 Zhiming Zhou , Jiadong Liang , Yuxuan Song , Lantao Yu , Hongwei Wang , Weinan Zhang , Yong Yu , Zhihua Zhang