Related papers: Variational Wasserstein gradient flow
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
The seminal paper of Jordan, Kinderlehrer, and Otto introduced what is now widely known as the JKO scheme, an iterative algorithmic framework for computing distributions. This scheme can be interpreted as a Wasserstein gradient flow and has…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…
Diffusion-based models on continuous spaces have seen substantial recent progress through the mathematical framework of gradient flows, leveraging the Wasserstein-2 (${W}_2$) metric via the Jordan-Kinderlehrer-Otto (JKO) scheme. Despite the…
We propose a Variable-Preconditioned Transformed Primal-Dual (VPTPD) method for solving generalized Wasserstein gradient flows based on the structure-preserving JKO scheme. This is a nontrivial extension of the TPD method [Chen et al.…
We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…
Gradient flows in the Wasserstein space have become a powerful tool in the analysis of diffusion equations, following the seminal work of Jordan, Kinderlehrer and Otto (JKO). The numerical applications of this formulation have been limited…
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represent densities of particles. The Wasserstein metric is…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…
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…
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…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…
We analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…
The Jordan-Kinderlehrer-Otto (JKO) scheme provides a stable variational framework for computing Wasserstein gradient flows, but its practical use is often limited by the high computational cost of repeatedly solving the JKO subproblems. We…