Related papers: Neural Wasserstein Gradient Flows for Maximum Mean…
We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…
The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
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…
The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…
This paper aims at computing the capacity-distortion-cost (CDC) function for continuous memoryless channels, which is defined as the supremum of the mutual information between channel input and output, constrained by an input cost and an…
Approximation of a target probability distribution using a finite set of points is a problem of fundamental importance in numerical integration. Several authors have proposed to select points by minimising a maximum mean discrepancy (MMD),…
This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…
Normalizing flows are a class of flexible deep generative models that offer easy likelihood computation. Despite their empirical success, there is little theoretical understanding of their expressiveness. In this work, we study residual…
Recent results have shown that for two-layer fully connected neural networks, gradient flow converges to a global optimum in the infinite width limit, by making a connection between the mean field dynamics and the Wasserstein gradient flow.…
In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…
In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…
Optimal transport (OT) offers a versatile framework to compare complex data distributions in a geometrically meaningful way. Traditional methods for computing the Wasserstein distance and geodesic between probability measures require…
While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the…
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…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
Despite the widespread success of Transformers across various domains, their optimization guarantees in large-scale model settings are not well-understood. This paper rigorously analyzes the convergence properties of gradient flow in…
Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein suggest that d&m may be less useful in the emerging area of…