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Stein Variational Gradient Descent (SVGD) is a deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the…

Machine Learning · Statistics 2026-05-12 Lénaïc Chizat , Maria Colombo , Roberto Colombo , Xavier Fernández-Real

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

Machine Learning · Computer Science 2023-10-23 Jannis Chemseddine , Paul Hagemann , Christian Wald

The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…

Statistics Theory · Mathematics 2023-04-18 Jan Bohr , Richard Nickl

In this paper, we investigate the training process of generative networks that use a type of probability density distance named particle-based distance as the objective function, e.g. MMD GAN, Cram\'er GAN, EIEG GAN. However, these GANs…

Machine Learning · Computer Science 2023-07-10 Chuqi Chen , Yue Wu , Yang Xiang

There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…

Machine Learning · Statistics 2018-07-11 Changyou Chen , Ruiyi Zhang , Wenlin Wang , Bai Li , Liqun Chen

Flow matching (FM) has gained significant attention as a simulation-free generative model. Unlike diffusion models, which are based on stochastic differential equations, FM employs a simpler approach by solving an ordinary differential…

Machine Learning · Computer Science 2024-10-14 Kenji Fukumizu , Taiji Suzuki , Noboru Isobe , Kazusato Oko , Masanori Koyama

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…

Machine Learning · Statistics 2023-06-28 Shanshan Song , Tong Wang , Guohao Shen , Yuanyuan Lin , Jian Huang

This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD…

Machine Learning · Computer Science 2021-09-06 Carl-Johann Simon-Gabriel , Alessandro Barp , Bernhard Schölkopf , Lester Mackey

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…

Gaussian mixture models (GMMs) are widely used in machine learning for tasks such as clustering, classification, image reconstruction, and generative modeling. A key challenge in working with GMMs is defining a computationally efficient and…

Machine Learning · Computer Science 2025-08-05 Moritz Piening , Robert Beinert

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…

Statistics Theory · Mathematics 2022-10-07 Alessandro Barp , Francois-Xavier Briol , Andrew B. Duncan , Mark Girolami , Lester Mackey

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

Machine Learning · Computer Science 2024-03-19 Eloi Tanguy

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational…

Machine Learning · Statistics 2025-05-28 Masha Naslidnyk , Siu Lun Chau , François-Xavier Briol , Krikamol Muandet

Score Distillation Sampling (SDS) has been pivotal for leveraging pre-trained diffusion models in downstream tasks such as inverse problems, but it faces two major challenges: $(i)$ mode collapse and $(ii)$ latent space inversion, which…

Machine Learning · Computer Science 2024-10-15 Nicolas Zilberstein , Morteza Mardani , Santiago Segarra

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a…

Machine Learning · Computer Science 2024-03-27 Bolian Li , Ruqi Zhang

Composite quantile regression has been used to obtain robust estimators of regression coefficients in linear models with good statistical efficiency. By revealing an intrinsic link between the composite quantile regression loss function and…

Statistics Theory · Mathematics 2024-02-15 Xuzhi Yang , Tengyao Wang
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