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We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

We show that a differentiable function on the 2-Wasserstein space is geodesically convex if and only if it is also convex along a larger class of curves which we call `acceleration-free'. In particular, the set of acceleration-free curves…

Functional Analysis · Mathematics 2023-06-21 Guy Parker

Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…

Machine Learning · Computer Science 2026-05-12 Moritz Piening , Richard Duong , Gabriele Steidl

Otto's (2001) Wasserstein gradient flow of the exclusive KL divergence functional provides a powerful and mathematically principled perspective for analyzing learning and inference algorithms. In contrast, algorithms for the inclusive KL…

Machine Learning · Statistics 2024-11-04 Jia-Jie Zhu

We derive new gradient flows of divergence functions in the probability space embedded with a class of Riemannian metrics. The Riemannian metric tensor is built from the transported Hessian operator of an entropy function. The new gradient…

Information Theory · Computer Science 2019-05-15 Wuchen Li , Lexing Ying

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

Comparing images to recommend items from an image-inventory is a subject of continued interest. Added with the scalability of deep-learning architectures the once `manual' job of hand-crafting features have been largely alleviated, and…

Information Retrieval · Computer Science 2017-11-15 Y Qian , E Vazquez , B Sengupta

The sliced Wasserstein distance $SW_2(\mu,\nu)$ compares high-dimensional probability measures by averaging one-dimensional optimal transport distances over linear projections. Although sliced Wasserstein distances are now standard…

Metric Geometry · Mathematics 2026-05-26 Bang-Xian Han

We develop a discrete optimal transport framework for analyzing simulated annealing algorithms on finite state spaces. Building on the discrete Wasserstein metric introduced by Maas (J. Funct. Anal., 2011), we define a generalized discrete…

Data Structures and Algorithms · Computer Science 2026-05-08 Yuchen He , Tianhui Jiang , Sihan Wang , Chihao Zhang

We prove an existence result for a large class of PDEs with a nonlinear Wasserstein gradient flow structure. We use the classical theory of Wasserstein gradient flow to derive an EDI formulation of our PDE and prove that under some…

Analysis of PDEs · Mathematics 2024-07-31 Thibault Caillet , Filippo Santambrogio

The space of Gaussian measures on a Euclidean space is geodesically convex in the $L^2$-Wasserstein space. This space is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By…

Differential Geometry · Mathematics 2009-02-11 Asuka Takatsu

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

Given a strictly increasing, continuous function $\vartheta:\R_+\to\R_+$, based on the cost functional $\int_{X\times X}\vartheta(d(x,y))\,d q(x,y)$, we define the $L^\vartheta$-Wasserstein distance $W_\vartheta(\mu,\nu)$ between…

Functional Analysis · Mathematics 2011-04-22 Karl-Theodor Sturm

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…

Computation · Statistics 2023-06-21 Adrien Corenflos , Hany Abdulsamad

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

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…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Yang Wu , Pengxu Wei , Liang Lin

We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm $||.||_{\dot{H}^{-1}(\nu_q)}$, that is known to linearize the…

Machine Learning · Computer Science 2018-05-17 Youssef Mroueh

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

Statistics Theory · Mathematics 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…

Probability · Mathematics 2023-08-14 Daniel Bartl , Mathias Beiglböck , Gudmund Pammer

We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…

Machine Learning · Computer Science 2025-06-17 Henri Schmidt , Christian Düll