Related papers: A generative flow for conditional sampling via opt…
We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…
Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…
Flow-based generative models have recently shown impressive performance for conditional generation tasks, such as text-to-image generation. However, current methods transform a general unimodal noise distribution to a specific mode of the…
We formulate the inverse problem in a Bayesian framework and aim to train a generative model that allows us to simulate (i.e., sample from the likelihood) and do inference (i.e., sample from the posterior). We review the use of triangular…
Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…
We propose a generative multivariate posterior sampler via flow matching. It offers a simple training objective, and does not require access to likelihood evaluation. The method learns a dynamic, block-triangular velocity field in the joint…
We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…
We present a novel framework for conditional sampling of probability measures, using block triangular transport maps. We develop the theoretical foundations of block triangular transport in a Banach space setting, establishing general…
Computing optimal transport maps between high-dimensional and continuous distributions is a challenging problem in optimal transport (OT). Generative adversarial networks (GANs) are powerful generative models which have been successfully…
We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…
In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…
Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
We introduce a novel generative model for the representation of joint probability distributions of a possibly large number of discrete random variables. The approach uses measure transport by randomized assignment flows on the statistical…
We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. Equipped with these tools, we propose a simulation-free flow-based method for conditional…
We study the problem of training a flow-based generative model, parametrized by a two-layer autoencoder, to sample from a high-dimensional Gaussian mixture. We provide a sharp end-to-end analysis of the problem. First, we provide a tight…