English
Related papers

Related papers: Kernel Stein Discrepancy Descent

200 papers

Uncertainty evaluation is critical in scientific and engineering inverse problems. However, existing benchmarks on Diffusion Inverse Solvers (DIS) primarily focus on reconstruction accuracy but overlook uncertainty and distributional…

Machine Learning · Computer Science 2026-05-12 Xiaoyu Qiu , Taewon Yang , Zhanhao Liu , Guanyang Wang , Liyue Shen

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning, particularly in generative modeling and sampling, we present a rigorous…

Machine Learning · Statistics 2024-10-29 Jia-Jie Zhu , Alexander Mielke

In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such…

Machine Learning · Statistics 2026-05-12 Shokichi Takakura , Seng Pei Liew , Satoshi Hasegawa

Score-based kernelised Stein discrepancy (KSD) tests have emerged as a powerful tool for the goodness of fit tests, especially in high dimensions; however, the test performance may depend on the choice of kernels in an underlying…

Machine Learning · Statistics 2022-10-13 Moritz Weckbecker , Wenkai Xu , Gesine Reinert

Negative distance kernels $K(x,y) := - \|x-y\|$ were used in the definition of maximum mean discrepancies (MMDs) in statistics and lead to favorable numerical results in various applications. In particular, so-called slicing techniques for…

Machine Learning · Statistics 2025-10-23 Nicolaj Rux , Michael Quellmalz , Gabriele Steidl

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…

Machine Learning · Computer Science 2025-11-14 Eliot Beyler , Francis Bach

Past research has indicated that the covariance of the Stochastic Gradient Descent (SGD) error done via minibatching plays a critical role in determining its regularization and escape from low potential points. Motivated by some new…

Machine Learning · Statistics 2023-03-02 Riddhiman Bhattacharya , Tiefeng Jiang

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

Let $n \in \mathbb N$, let $\zeta_{n,1},...,\zeta_{n,n}$ be a sequence of independent random variables with $\mathbb E \zeta_{n,i}=0$ and $\mathbb E |\zeta_{n,i}|<\infty$ for each $i$, and let $\mu$ be an $\alpha$-stable distribution having…

Probability · Mathematics 2018-11-20 Lihu Xu

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

Stochastic gradient descent (SGD) is a promising numerical method for solving large-scale inverse problems. However, its theoretical properties remain largely underexplored in the lens of classical regularization theory. In this note, we…

Numerical Analysis · Mathematics 2020-07-22 Tim Jahn , Bangti Jin

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

In this paper, we investigate the training process of generative networks that use a type of probability density distance named particle-based distance as the objective function, e.g. MMD GAN, Cram\'er GAN, EIEG GAN. However, these GANs…

Machine Learning · Computer Science 2023-07-10 Chuqi Chen , Yue Wu , Yang Xiang

Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…

Machine Learning · Statistics 2023-11-01 Mingxuan Yi , Song Liu

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

Machine Learning · Statistics 2026-04-28 Jia-Qi Yang , Lei Shi