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Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…

Machine Learning · Statistics 2023-02-28 Ricardo Baptista , Youssef Marzouk , Rebecca E. Morrison , Olivier Zahm

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

Machine Learning · Computer Science 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

The GANs are generative models whose random samples realistically reflect natural images. It also can generate samples with specific attributes by concatenating a condition vector into the input, yet research on this field is not well…

Machine Learning · Computer Science 2016-11-07 Hanock Kwak , Byoung-Tak Zhang

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…

Machine Learning · Statistics 2024-02-20 Louis Grenioux , Alain Durmus , Éric Moulines , Marylou Gabrié

We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…

Disordered Systems and Neural Networks · Physics 2025-11-17 Takashi Takahashi

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

Probability · Mathematics 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…

Methodology · Statistics 2022-05-13 Eric Dunipace

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…

Disordered Systems and Neural Networks · Physics 2025-10-15 Stefano Gagliani , Feliciano Giuseppe Pacifico , Lorenzo Chicchi , Duccio Fanelli , Diego Febbe , Lorenzo Buffoni , Raffaele Marino

Understanding the dependencies among features of a dataset is at the core of most unsupervised learning tasks. However, a majority of generative modeling approaches are focused solely on the joint distribution $p(x)$ and utilize models…

Machine Learning · Computer Science 2020-08-07 Yang Li , Shoaib Akbar , Junier B. Oliva

Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

Computation · Statistics 2024-02-27 Nicholas G. Polson , Vadim Sokolov

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We study Flow Matching in a semi-discrete setting where a Gaussian source is transported toward a discrete target supported on finitely many points. This semi-discrete regime is the theoretical setting behind the use of Flow Matching for…

Machine Learning · Computer Science 2026-05-11 Emile Pierret , Johannes Hertrich , Samuel Hurault , Julie Delon

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…

Machine Learning · Statistics 2026-02-12 Jinyuan Chang , Yuling Jiao , Lican Kang , Junjie Shi

In this paper, we propose a general methodology for sampling from un-normalized densities defined on Riemannian manifolds, with a particular focus on multi-modal targets that remain challenging for existing sampling methods. Inspired by the…

Machine Learning · Statistics 2026-02-03 Alain Durmus , Maxence Noble , Thibaut Pellerin

Generative models, such as Generative Adversarial Networks (GANs), have been used for unsupervised anomaly detection. While performance keeps improving, several limitations exist particularly attributed to difficulties at capturing…

Machine Learning · Computer Science 2022-02-03 Nikolaos Dionelis , Mehrdad Yaghoobi , Sotirios A. Tsaftaris

It is common in nonparametric estimation problems to impose a certain low-dimensional structure on the unknown parameter to avoid the curse of dimensionality. This paper considers a nonparametric distribution estimation problem with a…

Statistics Theory · Mathematics 2025-02-28 Jeyong Lee , Hyeok Kyu Kwon , Minwoo Chae