Related papers: Wasserstein GANs are Minimax Optimal Distribution …
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…
Generative models based on latent variables, such as generative adversarial networks (GANs) and variational auto-encoders (VAEs), have gained lots of interests due to their impressive performance in many fields. However, many data such as…
Given any closed Riemannian manifold $M$, we construct a reversible diffusion process on the space ${\mathcal P}(M)$ of probability measures on $M$ that is (i) reversible w.r.t.~the entropic measure ${\mathbb P}^\beta$ on ${\mathcal P}(M)$,…
Generative Adversarial Networks (GANs) have become a very popular tool for implicitly learning high-dimensional probability distributions. Several improvements have been made to the original GAN formulation to address some of its…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
This paper provides a more rigorous look at Relativistic Generative Adversarial Networks (RGANs). We prove that the objective function of the discriminator is a statistical divergence for any concave function $f$ with minimal properties…
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.…
We present a novel multiscale framework for analyzing sequences of probability measures in Wasserstein spaces over Euclidean domains. Exploiting the intrinsic geometry of optimal transport, we construct a multiscale transform applicable to…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
This paper explains the math behind a generative adversarial network (GAN) model and why it is hard to be trained. Wasserstein GAN is intended to improve GANs' training by adopting a smooth metric for measuring the distance between two…
We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…
We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varying latent factors. Non-asymptotic convergence rates are…
Generative-adversarial networks (GANs) have been used to produce data closely resembling example data in a compressed, latent space that is close to sufficient for reconstruction in the original vector space. The Wasserstein metric has been…
Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…
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…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
In this paper, we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This…