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We develop a unified theoretical framework for data-free one-step sampling from unnormalized target distributions based on Wasserstein gradient flows. For a broad class of standard f-divergence objectives, we show that the induced velocity…
Classification is an important tool with many useful applications. Among the many classification methods, Fisher's Linear Discriminant Analysis (LDA) is a traditional model-based approach which makes use of the covariance information.…
In this work, we introduce a novel framework for privately optimizing objectives that rely on Wasserstein distances between data-dependent empirical measures. Our main theoretical contribution is, based on an explicit formulation of the…
Linear Discriminant Analysis (LDA) is a widely-used supervised dimensionality reduction method in computer vision and pattern recognition. In null space based LDA (NLDA), a well-known LDA extension, between-class distance is maximized in…
Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…
We present a novel universal gradient method for solving convex optimization problems. Our algorithm, Dual Averaging with Distance Adaptation (DADA), is based on the classical scheme of dual averaging and dynamically adjusts its…
Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…
Evolutionary algorithms (EAs) serve as powerful black-box optimizers inspired by biological evolution. However, most existing EAs predominantly focus on heuristic operators such as crossover and mutation, while usually overlooking…
Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…
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…
In response to the challenges of data mining, discriminant analysis continues to evolve as a vital branch of statistics. Our recently introduced method of vertex discriminant analysis (VDA) is ideally suited to handle multiple categories…
We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness in the space of distributions and we show, using duality…
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…
Semantic segmentation is important for many real-world systems, e.g., autonomous vehicles, which predict the class of each pixel. Recently, deep networks achieved significant progress w.r.t. the mean Intersection-over Union (mIoU) with the…
VAE, or variational auto-encoder, compresses data into latent attributes, and generates new data of different varieties. VAE based on KL divergence has been considered as an effective technique for data augmentation. In this paper, we…
We introduce Primal-Dual Wasserstein GAN, a new learning algorithm for building latent variable models of the data distribution based on the primal and the dual formulations of the optimal transport (OT) problem. We utilize the primal…
We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement likelihood such that posterior estimation error optimally…
Worst-case generation plays a critical role in evaluating robustness and stress-testing systems under distribution shifts, in applications ranging from machine learning models to power grids and medical prediction systems. We develop a…