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By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

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

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

We estimate rates of convergence for empirical measures associated with the subordinated fractional Brownian motion to the uniform distribution on the flat torus under the Wasserstein distance $\mathbb{W}_p$ for all $p\geq1$. In particular,…

Probability · Mathematics 2023-05-03 Huaiqian Li , Bingyao Wu

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…

We introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein information geometry. It defines a parametrization invariant…

Machine Learning · Computer Science 2021-02-16 Alex Tong Lin , Wuchen Li , Stanley Osher , Guido Montufar

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

Machine Learning · Statistics 2025-11-12 Changyu Liu , Yuling Jiao , Junhui Wang , Jian Huang

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

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…

Computational Physics · Physics 2025-06-16 Chu-Cheng Pan , Xiang Dong , Yu-Chang Sun , Ao-Yan Cheng , Ao-Bo Wang , Yu-Xuan Hu , Hao Cai

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…

We present a novel class of projected methods, to perform statistical analysis on a data set of probability distributions on the real line, with the 2-Wasserstein metric. We focus in particular on Principal Component Analysis (PCA) and…

Methodology · Statistics 2021-11-30 Matteo Pegoraro , Mario Beraha

We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…

Optimization and Control · Mathematics 2025-03-25 H. Mete Soner , Josef Teichmann , Qinxin Yan

Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…

Machine Learning · Statistics 2020-06-23 Yongchan Kwon , Wonyoung Kim , Joong-Ho Won , Myunghee Cho Paik

Motivated by approximation Bayesian computation using mean-field variational approximation and the computation of equilibrium in multi-species systems with cross-interaction, this paper investigates the composite geodesically convex…

Optimization and Control · Mathematics 2024-09-18 Rentian Yao , Xiaohui Chen , Yun Yang

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

Flow matching (FM) has gained significant attention as a simulation-free generative model. Unlike diffusion models, which are based on stochastic differential equations, FM employs a simpler approach by solving an ordinary differential…

Machine Learning · Computer Science 2024-10-14 Kenji Fukumizu , Taiji Suzuki , Noboru Isobe , Kazusato Oko , Masanori Koyama

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Astghik Hakobyan , Insoon Yang

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