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We propose Functional Flow Matching (FFM), a function-space generative model that generalizes the recently-introduced Flow Matching model to operate in infinite-dimensional spaces. Our approach works by first defining a path of probability…

Machine Learning · Computer Science 2023-12-07 Gavin Kerrigan , Giosue Migliorini , Padhraic Smyth

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

Machine Learning · Statistics 2025-09-17 Kisung You

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…

Machine Learning · Computer Science 2025-06-10 Viet-Hoang Tran , Trang Pham , Tho Tran , Minh Khoi Nguyen Nhat , Thanh Chu , Tam Le , Tan M. Nguyen

We study rates of convergence for estimation of the Gromov-Wasserstein (GW) distance. For two marginals supported on compact subsets of $\R^{d_x}$ and $\R^{d_y}$, respectively, with $\min \{ d_x,d_y \} > 4$, prior work established the rate…

Statistics Theory · Mathematics 2025-09-03 Kengo Kato , Boyu Wang

We investigate the use of data-driven likelihoods to bypass a key assumption made in many scientific analyses, which is that the true likelihood of the data is Gaussian. In particular, we suggest using the optimization targets of flow-based…

Cosmology and Nongalactic Astrophysics · Physics 2020-11-11 Ana Diaz Rivero , Cora Dvorkin

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…

Optimization and Control · Mathematics 2024-05-13 Giacomo Cozzi , Filippo Santambogio

Guidance of generative models is typically achieved by modifying the probability flow vector field through the addition of a guidance field. In this paper, we instead propose the Source-Guided Flow Matching (SGFM) framework, which modifies…

Machine Learning · Computer Science 2025-08-25 Zifan Wang , Alice Harting , Matthieu Barreau , Michael M. Zavlanos , Karl H. Johansson

Variational approximation, such as mean-field (MF) and tree-reweighted (TRW), provide a computationally efficient approximation of the log-partition function for a generic graphical model. TRW provably provides an upper bound, but the…

Data Structures and Algorithms · Computer Science 2021-08-23 Romain Cosson , Devavrat Shah

Structured data, such as graphs, is vital in machine learning due to its capacity to capture complex relationships and interactions. In recent years, the Fused Gromov-Wasserstein (FGW) distance has attracted growing interest because it…

Machine Learning · Computer Science 2025-09-29 Yikun Bai , Shuang Wang , Huy Tran , Hengrong Du , Juexin Wang , Soheil Kolouri

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

Optimization and Control · Mathematics 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso

Bayesian Inference offers principled tools to tackle many critical problems with modern neural networks such as poor calibration and generalization, and data inefficiency. However, scaling Bayesian inference to large architectures is…

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

Numerical Analysis · Mathematics 2024-05-24 Yijie Jin , Shu Liu , Hao Wu , Xiaojing Ye , Haomin Zhou

Comparing structured objects such as graphs is a fundamental operation involved in many learning tasks. To this end, the Gromov-Wasserstein (GW) distance, based on Optimal Transport (OT), has proven to be successful in handling the specific…

Machine Learning · Computer Science 2022-03-02 Cédric Vincent-Cuaz , Rémi Flamary , Marco Corneli , Titouan Vayer , Nicolas Courty

Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…

Optimization and Control · Mathematics 2017-10-31 Abhishek Halder , Tryphon T. Georgiou

Probabilistic programming frameworks are powerful tools for statistical modelling and inference. They are not immediately generalisable to phylogenetic problems due to the particular computational properties of the phylogenetic tree object.…

Populations and Evolution · Quantitative Biology 2022-11-11 Christiaan Swanepoel , Mathieu Fourment , Xiang Ji , Hassan Nasif , Marc A Suchard , Frederick A Matsen , Alexei Drummond

To overcome computational challenges of Optimal Transport (OT), several variants of Sliced Wasserstein (SW) has been developed in the literature. These approaches exploit the closed-form expression of the univariate OT by projecting…

Machine Learning · Computer Science 2025-03-17 Hoang V. Tran , Khoi N. M. Nguyen , Trang Pham , Thanh T. Chu , Tam Le , Tan M. Nguyen
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