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A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

Many generative models have to combat $\textit{missing modes}$. The conventional wisdom to this end is by reducing through training a statistical distance (such as $f$-divergence) between the generated distribution and provided data…

Machine Learning · Statistics 2019-10-28 Peilin Zhong , Yuchen Mo , Chang Xiao , Pengyu Chen , Changxi Zheng

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…

Computational Physics · Physics 2025-06-16 Chu-Cheng Pan , Xiang Dong , Yu-Chang Sun , Ao-Yan Cheng , Ao-Bo Wang , Yu-Xuan Hu , Hao Cai

Generative adversarial networks constitute a powerful approach to generative modeling. While generated samples often are indistinguishable from real data, there is no guarantee that they will follow the true data distribution. For…

Machine Learning · Statistics 2024-09-09 Philipp Pilar , Niklas Wahlström

Generative modeling over natural images is one of the most fundamental machine learning problems. However, few modern generative models, including Wasserstein Generative Adversarial Nets (WGANs), are studied on manifold-valued images that…

Computer Vision and Pattern Recognition · Computer Science 2019-01-04 Zhiwu Huang , Jiqing Wu , Luc Van Gool

We propose a stable method to train Wasserstein generative adversarial networks. In order to enhance stability, we consider two objective functions using the $c$-transform based on Kantorovich duality which arises in the theory of optimal…

Machine Learning · Computer Science 2021-10-28 Dohyun Kwon , Yeoneung Kim , Guido Montúfar , Insoon Yang

The empirical success of Generative Adversarial Networks (GANs) caused an increasing interest in theoretical research. The statistical literature is mainly focused on Wasserstein GANs and generalizations thereof, which especially allow for…

Statistics Theory · Mathematics 2024-07-30 Lea Kunkel , Mathias Trabs

We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…

Statistics Theory · Mathematics 2021-08-05 Jose Blanchet , Karthyek Murthy , Viet Anh Nguyen

Generative adversarial networks (GANs) are an exciting alternative to algorithms for solving density estimation problems---using data to assess how likely samples are to be drawn from the same distribution. Instead of explicitly computing…

Machine Learning · Computer Science 2017-09-20 Christopher Grimm , Yuhang Song , Michael L. Littman

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Machine Learning · Statistics 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi

The use of optimal transport cost for learning generative models has become popular with Wasserstein Generative Adversarial Networks (WGAN). Training of WGAN relies on a theoretical background: the calculation of the gradient of the optimal…

Machine Learning · Statistics 2024-04-04 Antoine Houdard , Arthur Leclaire , Nicolas Papadakis , Julien Rabin

We extend PAC-Bayesian theory to generative models and develop generalization bounds for models based on the Wasserstein distance and the total variation distance. Our first result on the Wasserstein distance assumes the instance space is…

Machine Learning · Computer Science 2023-11-15 Sokhna Diarra Mbacke , Florence Clerc , Pascal Germain

We study quantitatively the overparametrization limit of the original Wasserstein-GAN algorithm. Effectively, we show that the algorithm is a stochastic discretization of a system of continuity equations for the parameter distributions of…

Analysis of PDEs · Mathematics 2024-05-30 M. G. Delgadino , Bruno B. Suassuna , Rene Cabrera

Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an $f$-divergence ($f$-GANs) or an integral probability metric (Wasserstein GANs)…

Machine Learning · Computer Science 2020-06-19 Jiaming Song , Stefano Ermon

We introduce and motivate generative modeling as a central task for machine learning and provide a critical view of the algorithms which have been proposed for solving this task. We overview how generative modeling can be defined…

Machine Learning · Computer Science 2021-03-02 Alex Lamb

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Optimization and Control · Mathematics 2017-06-14 Peyman Mohajerin Esfahani , Daniel Kuhn

Efficient unsupervised training and inference in deep generative models remains a challenging problem. One basic approach, called Helmholtz machine, involves training a top-down directed generative model together with a bottom-up auxiliary…

Machine Learning · Computer Science 2016-05-26 Jorg Bornschein , Samira Shabanian , Asja Fischer , Yoshua Bengio

Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…

Optimization and Control · Mathematics 2020-10-01 Iman Shames , Farhad Farokhi

GANs excel at learning high dimensional distributions, but they can update generator parameters in directions that do not correspond to the steepest descent direction of the objective. Prominent examples of problematic update directions…

Machine Learning · Computer Science 2018-06-08 Calvin Seward , Thomas Unterthiner , Urs Bergmann , Nikolay Jetchev , Sepp Hochreiter