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We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…

Optimization and Control · Mathematics 2024-05-13 Giacomo Cozzi , Filippo Santambogio

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

We present a history matching (HM) workflow applied to the International FluidFlower benchmark study dataset, which features high-resolution images of CO$_2$ storage in a meter-scale, geologically complex reservoir. The dataset provides…

In this paper, we propose a randomized generalized multiscale finite element method (Randomized GMsFEM) for flow problems with parameterized inputs and high-contrast heterogeneous media. The method employs a data-driven predictor to…

Numerical Analysis · Mathematics 2025-08-05 Wing Tat Leung , Qiuqi Li , Songwei Liu

Normalizing flow is a class of deep generative models for efficient sampling and likelihood estimation, which achieves attractive performance, particularly in high dimensions. The flow is often implemented using a sequence of invertible…

Machine Learning · Statistics 2024-02-19 Chen Xu , Xiuyuan Cheng , Yao Xie

We investigate the notion of Wasserstein median as an alternative to the Wasserstein barycenter, which has become popular but may be sensitive to outliers. In terms of robustness to corrupted data, we indeed show that Wasserstein medians…

Optimization and Control · Mathematics 2025-02-04 Guillaume Carlier , Enis Chenchene , Katharina Eichinger

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

Machine Learning · Statistics 2026-02-24 Yinan Hu , Esteban G. Tabak

Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…

Machine Learning · Computer Science 2025-06-10 Clément Bonet , Christophe Vauthier , Anna Korba

The scalability of continuous normalizing flows (CNFs) for unbiased Boltzmann sampling remains limited in high-dimensional systems due to the cost of Jacobian-determinant evaluation, which requires $D$ backpropagation passes through the…

Machine Learning · Computer Science 2026-01-30 Xin Peng , Ang Gao

This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…

Numerical Analysis · Mathematics 2025-04-21 Jianbo Cui , Tonghe Dang , Chenchen Mou

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Numerous biological and physical processes can be modeled as systems of interacting entities evolving continuously over time, e.g. the dynamics of communicating cells or physical particles. Learning the dynamics of such systems is essential…

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…

Machine Learning · Computer Science 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka

Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…

Machine Learning · Computer Science 2026-02-10 Victor Armegioiu , Yannick Ramic , Siddhartha Mishra

We present a new numerical method of special relativistic resistive magnetohydrodynamics with scalar resistivity that can treat a range of phenomena, from nonrelativistic to relativistic (shock, contact discontinuity, and Alfv\'en wave).…

High Energy Astrophysical Phenomena · Physics 2015-05-28 Makoto Takamoto , Tsuyoshi Inoue

We present a quantum computing algorithm for the smoothed particle hydrodynamics (SPH) method. We use a normalization procedure to encode the SPH operators and domain discretization in a quantum register. We then perform the SPH summation…

Quantum Physics · Physics 2025-09-26 Rhonda Au-Yeung , Anthony J. Williams , Viv M. Kendon , Steven J. Lind

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

Port-Hamiltonian (pH) systems are a very important modeling tool in almost all areas of systems and control, in particular in network based model of multi-physics multi-scale systems. They lead to remarkably robust models that can be easily…

Optimization and Control · Mathematics 2019-03-19 Karim Cherifi , Volker Mehrmann , Kamel Hariche
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