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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

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

Current state-of-the-art generative models map noise to data distributions by matching flows or scores. A key limitation of these models is their inability to readily integrate available partial observations and additional priors. In…

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…

Optimization and Control · Mathematics 2025-11-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

Functional Analysis · Mathematics 2022-12-01 Clare Wickman , Kasso Okoudjou

Molecules in equilibrium follow a Boltzmann distribution, making the underlying energy landscape a physically grounded modeling objective. However, such landscapes are difficult to learn from data and, once learned, hard to sample from.…

Machine Learning · Computer Science 2026-05-19 Christoph Griesbacher , Lea Bogensperger , Andreas Habring , Thomas Pock

How the brain performs credit assignment is a fundamental unsolved problem in neuroscience. Many `biologically plausible' algorithms have been proposed, which compute gradients that approximate those computed by backpropagation (BP), and…

Machine Learning · Computer Science 2022-08-05 Beren Millidge , Yuhang Song , Tommaso Salvatori , Thomas Lukasiewicz , Rafal Bogacz

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

Machine Learning · Computer Science 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

Learning under a Wasserstein loss, a.k.a. Wasserstein loss minimization (WLM), is an emerging research topic for gaining insights from a large set of structured objects. Despite being conceptually simple, WLM problems are computationally…

Computation · Statistics 2017-06-07 Jianbo Ye , James Z. Wang , Jia Li

This paper studies minimax optimization problems defined over infinite-dimensional function classes of overparameterized two-layer neural networks. In particular, we consider the minimax optimization problem stemming from estimating linear…

Machine Learning · Computer Science 2024-10-25 Yuchen Zhu , Yufeng Zhang , Zhaoran Wang , Zhuoran Yang , Xiaohong Chen

We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and L\'eger to solve optimal transport problems. We evolve the gradient…

Numerical Analysis · Mathematics 2020-11-17 Matt Jacobs , Wonjun Lee , Flavien Léger

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

Sequence-to-sequence models are commonly trained via maximum likelihood estimation (MLE). However, standard MLE training considers a word-level objective, predicting the next word given the previous ground-truth partial sentence. This…

Computation and Language · Computer Science 2019-01-21 Liqun Chen , Yizhe Zhang , Ruiyi Zhang , Chenyang Tao , Zhe Gan , Haichao Zhang , Bai Li , Dinghan Shen , Changyou Chen , Lawrence Carin

Flow matching has recently emerged as a promising alternative to diffusion-based generative models, offering faster sampling and simpler training by learning continuous flows governed by ordinary differential equations. Despite growing…

Machine Learning · Computer Science 2025-12-02 Mudit Gaur , Prashant Trivedi , Shuchin Aeron , Amrit Singh Bedi , George K. Atia , Vaneet Aggarwal

Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

Statistics Theory · Mathematics 2023-01-05 Yuling Yan , Kaizheng Wang , Philippe Rigollet

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

In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…

Analysis of PDEs · Mathematics 2025-12-23 Raymond Chu , Matt Jacobs

The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the…

Machine Learning · Computer Science 2022-05-27 Yifei Wang , Peng Chen , Mert Pilanci , Wuchen Li

Wasserstein Gradient Flow (WGF) describes the gradient dynamics of probability density within the Wasserstein space. WGF provides a promising approach for conducting optimization over the probability distributions. Numerically approximating…

Machine Learning · Computer Science 2024-06-04 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang