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Related papers: Maximum Mean Discrepancy Gradient Flow

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The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…

In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…

Mathematical Physics · Physics 2016-10-11 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Probability · Mathematics 2021-07-27 Feng-Yu Wang , Bingyao Wu

We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any…

Machine Learning · Computer Science 2016-08-08 Yukun Chen , Jianbo Ye , Jia Li

Pre-trained diffusion models have emerged as powerful generative priors for both unconditional and conditional sample generation, yet their outputs often deviate from the characteristics of user-specific target data. Such mismatches are…

Machine Learning · Computer Science 2026-01-14 Matina Mahdizadeh Sani , Nima Jamali , Mohammad Jalali , Farzan Farnia

The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…

Machine Learning · Computer Science 2023-11-06 Xinru Hua , Truyen Nguyen , Tam Le , Jose Blanchet , Viet Anh Nguyen

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…

Probability · Mathematics 2023-06-30 Sewoong Oh , Soumik Pal , Raghav Somani , Raghavendra Tripathi

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate…

Machine Learning · Statistics 2016-12-07 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

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

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…

Machine Learning · Computer Science 2025-09-30 Samuel Boïté , Eloi Tanguy , Julie Delon , Agnès Desolneux , Rémi Flamary

The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…

Machine Learning · Statistics 2024-05-10 Ye He , Krishnakumar Balasubramanian , Bharath K. Sriperumbudur , Jianfeng Lu

We study the gradient flow for a relaxed approximation to the Kullback-Leibler (KL) divergence between a moving source and a fixed target distribution. This approximation, termed the KALE (KL approximate lower-bound estimator), solves a…

Machine Learning · Statistics 2021-11-01 Pierre Glaser , Michael Arbel , Arthur Gretton

Energy-based models are popular in machine learning due to the elegance of their formulation and their relationship to statistical physics. Among these, the Restricted Boltzmann Machine (RBM), and its staple training algorithm contrastive…

Machine Learning · Computer Science 2015-04-09 Daniel Jiwoong Im , Ethan Buchman , Graham W. Taylor

Optimal transport has been very successful for various machine learning tasks; however, it is known to suffer from the curse of dimensionality. Hence, dimensionality reduction is desirable when applied to high-dimensional data with…

Machine Learning · Statistics 2025-07-21 Jie Wang , March Boedihardjo , Yao Xie

We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…

Risk Management · Quantitative Finance 2025-11-13 Peng Liu , Steven Vanduffel , Yi Xia

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

A simple model to handle the flow of people in emergency evacuation situations is considered: at every point x, the velocity U(x) that individuals at x would like to realize is given. Yet, the incompressibility constraint prevents this…

Analysis of PDEs · Mathematics 2010-02-04 Bertrand Maury , Aude Roudneff-Chupin , Filippo Santambrogio
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