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Related papers: Maximum Mean Discrepancy Gradient Flow

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This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place…

Optimization and Control · Mathematics 2022-04-26 Yassine Nemmour , Heiner Kremer , Bernhard Schölkopf , Jia-Jie Zhu

The Maximum Mean Discrepancy (MMD) has found numerous applications in statistics and machine learning, most recently as a penalty in the Wasserstein Auto-Encoder (WAE). In this paper we compute closed-form expressions for estimating the…

Machine Learning · Statistics 2020-06-03 Raif M. Rustamov

We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges to an absolutely continuous curve on the $2$-Wasserstein…

Probability · Mathematics 2026-04-21 Nabarun Deb , Young-Heon Kim , Soumik Pal , Geoffrey Schiebinger

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

Computation · Statistics 2026-02-04 Van Chien Ta , Thi Mai Hong Chu , Minh-Ngoc Tran

Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…

Machine Learning · Statistics 2025-06-03 Andrew Alden , Blanka Horvath , Zacharia Issa

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

Numerical Analysis · Mathematics 2025-11-11 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

We investigate the training and performance of generative adversarial networks using the Maximum Mean Discrepancy (MMD) as critic, termed MMD GANs. As our main theoretical contribution, we clarify the situation with bias in GAN loss…

Machine Learning · Statistics 2021-01-15 Mikołaj Bińkowski , Danica J. Sutherland , Michael Arbel , Arthur Gretton

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

Machine Learning · Statistics 2026-02-26 Masha Naslidnyk

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Machine Learning · Statistics 2021-05-24 Anna Korba , Pierre-Cyril Aubin-Frankowski , Szymon Majewski , Pierre Ablin

Bias evaluation is fundamental to trustworthy AI, both in terms of checking data quality and in terms of checking the outputs of AI systems. In testing data quality, for example, one may study the distance of a given dataset, viewed as a…

Machine Learning · Computer Science 2025-06-12 Jiří Němeček , Mark Kozdoba , Illia Kryvoviaz , Tomáš Pevný , Jakub Mareček

We present a novel neural network Maximum Mean Discrepancy (MMD) statistic by identifying a new connection between neural tangent kernel (NTK) and MMD. This connection enables us to develop a computationally efficient and memory-efficient…

Machine Learning · Statistics 2021-10-19 Xiuyuan Cheng , Yao Xie

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

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Machine Learning · Computer Science 2026-05-22 Arthur Gretton , Li Kevin Wenliang , Alexandre Galashov , James Thornton , Valentin De Bortoli , Arnaud Doucet

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

Generative models have been successfully used for generating realistic signals. Because the likelihood function is typically intractable in most of these models, the common practice is to use "implicit" models that avoid likelihood…

Machine Learning · Computer Science 2024-05-07 Itai Alon , Amir Globerson , Ami Wiesel

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

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