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We study the estimation problem of distribution-on-distribution regression, where both predictors and responses are probability measures. Existing approaches typically rely on a global optimal transport map or tangent-space linearization,…

Machine Learning · Statistics 2025-11-17 Inga Girshfeld , Xiaohui Chen

We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…

Data Structures and Algorithms · Computer Science 2020-04-03 Aaron Sidford , Kevin Tian

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

Model Updating is frequently used in Structural Health Monitoring to determine structures' operating conditions and whether maintenance is required. Data collected by sensors are used to update the values of some initially unknown…

Computation · Statistics 2024-01-23 Felipe Igea , Alice Cicirello

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

A novel Gromov-Wasserstein learning framework is proposed to jointly match (align) graphs and learn embedding vectors for the associated graph nodes. Using Gromov-Wasserstein discrepancy, we measure the dissimilarity between two graphs and…

Machine Learning · Computer Science 2019-05-08 Hongteng Xu , Dixin Luo , Hongyuan Zha , Lawrence Carin

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

Analysis of PDEs · Mathematics 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

Diffusion policies are expressive yet incur high inference latency. Flow Matching (FM) enables one-step generation, but integrating it into Maximum Entropy Reinforcement Learning (MaxEnt RL) is challenging: the optimal policy is an…

Machine Learning · Computer Science 2026-02-03 Zeqiao Li , Yijing Wang , Haoyu Wang , Zheng Li , Zhiqiang Zuo

We propose a new semi-discretization scheme to approximate nonlinear Fokker-Planck equations, by exploiting the gradient flow structures with respect to the 2-Wasserstein metric. We discretize the underlying state by a finite graph and…

Numerical Analysis · Mathematics 2017-12-20 Shui-Nee Chow , Luca Dieci , Wuchen Li , Haomin Zhou

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

Training an energy-based model (EBM) with maximum likelihood is challenging due to the intractable normalisation constant. Traditional methods rely on expensive Markov chain Monte Carlo (MCMC) sampling to estimate the gradient of logartihm…

Machine Learning · Computer Science 2025-03-11 Hugo Senetaire , Paul Jeha , Pierre-Alexandre Mattei , Jes Frellsen

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…

Solving the quantum many-body Schr\"odinger equation is a fundamental and challenging problem in the fields of quantum physics, quantum chemistry, and material sciences. One of the common computational approaches to this problem is Quantum…

Computational Physics · Physics 2023-11-03 Kirill Neklyudov , Jannes Nys , Luca Thiede , Juan Carrasquilla , Qiang Liu , Max Welling , Alireza Makhzani

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Methodology · Statistics 2022-09-13 Chengliang Tang , Nathan Lenssen , Ying Wei , Tian Zheng

We study the Wasserstein metric to measure distances between molecules represented by the atom index dependent adjacency "Coulomb" matrix, used in kernel ridge regression based supervised learning. Resulting quantum machine learning models…

Chemical Physics · Physics 2025-04-01 Onur Çaylak , O. Anatole von Lilienfeld , Björn Baumeier

Learning energy-based models (EBMs) is known to be difficult especially on discrete data where gradient-based learning strategies cannot be applied directly. Although ratio matching is a sound method to learn discrete EBMs, it suffers from…

Machine Learning · Computer Science 2023-02-28 Meng Liu , Haoran Liu , Shuiwang Ji