English
Related papers

Related papers: Understanding MCMC Dynamics as Flows on the Wasser…

200 papers

The paper describes the unique geometric properties of ideal magnetohydrodynamics (MHD), and demonstrates how such features are inherited by extended MHD, viz. models that incorporate two-fluid effects (the Hall term and electron inertia).…

Plasma Physics · Physics 2016-06-03 Manasvi Lingam , George Miloshevich , Philip J. Morrison

We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…

Methodology · Statistics 2022-11-18 Mai Ngoc Bui , Yvo Pokern , Petros Dellaportas

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…

Probability · Mathematics 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

We introduce the notion of Fermi flow for hypersurfaces in Riemannian manifolds. It turns out that this is a powerful tool to study the geometry of distance surfaces about a given initial hypersurface. Some of the results in this paper are…

dg-ga · Mathematics 2008-02-03 Knut Smoczyk

We give a comprehensive description of Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\mathcal F_\nu := \text{MMD}_K^2(\cdot, \nu)$ towards given target measures $\nu$ on the real line, where we focus on the…

Analysis of PDEs · Mathematics 2025-12-05 Richard Duong , Viktor Stein , Robert Beinert , Johannes Hertrich , Gabriele Steidl

This paper shows that various relevant dynamical systems can be described as vector fields associated to smooth functions via a bracket that defines what we call a Leibniz structure. We show that gradient flows, some dissipative systems,…

Dynamical Systems · Mathematics 2009-11-10 Juan-Pablo Ortega , Victor Planas-Bielsa

We study the task of efficiently sampling from a Gibbs distribution $d \pi^* = e^{-h} d {vol}_g$ over a Riemannian manifold $M$ via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions…

Statistics Theory · Mathematics 2024-02-19 Xiang Cheng , Jingzhao Zhang , Suvrit Sra

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Machine Learning · Statistics 2017-11-02 Xiang Cheng , Peter Bartlett

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left trivialization. We appropriately add tractable noise to the…

Statistics Theory · Mathematics 2024-06-19 Lingkai Kong , Molei Tao

We study in detail the dynamics of conformal Hamiltonian flows that are defined on a conformal symplectic manifold (this notion was popularized by Vaisman in 1976). We show that they exhibit some conservative and dissipative behaviours. We…

Dynamical Systems · Mathematics 2022-12-06 Simon Allais , Marie-Claude Arnaud

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…

Machine Learning · Statistics 2026-02-09 Elias Hess-Childs , Dejan Slepčev , Lantian Xu

We study the geodesic convexity of various energy and entropy functionals restricted to (non-geodesically convex) submanifolds of Wasserstein spaces with their induced geometry. We prove a variety of convexity results by means of a simple…

Analysis of PDEs · Mathematics 2025-08-22 Louis-Pierre Chaintron , Daniel Lacker

This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…

Analysis of PDEs · Mathematics 2016-09-14 Filippo Santambrogio

The transition route from laminar to turbulent flow in a magnetohydrodynamic (MHD) duct with a square cross-section is investigated in the limit of low magnetic Reynolds number. In the presence of a transverse magnetic field, Hartmann and…

Fluid Dynamics · Physics 2025-01-15 Mattias Brynjell-Rahkola , Yohann Duguet , Thomas Boeck

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

The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex problems. However, despite the importance of multi-model…

Computation · Statistics 2026-02-17 Laurence Davies , Dan Mackinlay , Rafael Oliveira , Scott A. Sisson

We propose a sampling algorithm relying on a collective variable (CV) of mid-size dimension modelled by a normalizing flow and using non-equilibrium dynamics to propose full configurational moves from the proposition of a refreshed value of…

Statistical Mechanics · Physics 2024-07-29 Samuel Tamagnone , Alessandro Laio , Marylou Gabrié

We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…

Machine Learning · Statistics 2025-04-22 Kisung You , Dennis Shung , Mauro Giuffrè
‹ Prev 1 8 9 10 Next ›