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Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In presence of VRE uncertainties, this paper discusses a distributionally robust chance…

Optimization and Control · Mathematics 2018-05-01 Chao Duan , Wanliang Fang , Lin Jiang , Li Yao , Jun Liu

Spatial transcriptomics (ST) has emerged as a powerful technology for bridging histology imaging with gene expression profiling. However, its application has been limited by low throughput and the need for specialized experimental…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Tinglin Huang , Tianyu Liu , Mehrtash Babadi , Wengong Jin , Rex Ying

This paper presents a novel algorithmic study with extensive numerical experiments of distributionally robust multistage convex optimization (DR-MCO). Following the previous work on dual dynamic programming (DDP) algorithmic framework for…

Optimization and Control · Mathematics 2025-11-24 Shixuan Zhang , Xu Andy Sun

Generative AI (GenAI) has revolutionized data-driven modeling by enabling the synthesis of high-dimensional data across various applications, including image generation, language modeling, biomedical signal processing, and anomaly…

Machine Learning · Computer Science 2025-09-09 Yao Xie , Xiuyuan Cheng

We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Stanley Osher , Wuchen Li

Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…

Machine Learning · Computer Science 2019-10-03 Thomas Pinetz , Daniel Soukup , Thomas Pock

The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…

Machine Learning · Computer Science 2024-04-16 Wei Zhang , Zihao Wang , Jie Fan , Hao Wu , Yong Zhang

Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…

Machine Learning · Statistics 2026-03-13 Lea Kunkel

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…

Optimization and Control · Mathematics 2021-05-05 Julien Grand-Clément , Christian Kroer

We propose a Variable-Preconditioned Transformed Primal-Dual (VPTPD) method for solving generalized Wasserstein gradient flows based on the structure-preserving JKO scheme. This is a nontrivial extension of the TPD method [Chen et al.…

Numerical Analysis · Mathematics 2025-10-22 Jin Zeng , Dawei Zhan , Ruchi Guo , Chaozhen Wei

Efficient gradient computation of the Jacobian determinant term is a core problem in many machine learning settings, and especially so in the normalizing flow framework. Most proposed flow models therefore either restrict to a function…

Machine Learning · Computer Science 2021-06-10 T. Anderson Keller , Jorn W. T. Peters , Priyank Jaini , Emiel Hoogeboom , Patrick Forré , Max Welling

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic…

Machine Learning · Computer Science 2024-03-12 Dinghuai Zhang , Ricky T. Q. Chen , Cheng-Hao Liu , Aaron Courville , Yoshua Bengio

We propose a unified, few-step generative modeling framework based on \emph{cumulative flow maps} for long-range transport in probability space, inspired by flow-map techniques for physical transport and dynamics. At its core is a…

Machine Learning · Computer Science 2026-05-06 Zhiqi Li , Duowen Chen , Yuchen Sun , Bo Zhu

Diffusion-based generative models have achieved remarkable performance across various domains, yet their practical deployment is often limited by high sampling costs. While prior work focuses on training objectives or individual solvers,…

Machine Learning · Computer Science 2026-02-16 Sangwoo Jo , Sungjoon Choi

High-dimensional generative modeling is fundamentally a manifold-learning problem: real data concentrate near a low-dimensional structure embedded in the ambient space. Effective generators must therefore balance support fidelity -- placing…

Machine Learning · Statistics 2026-02-24 Xinyu Tian , Xiaotong Shen

Flow Matching has become a cornerstone of modern generative models like Stable Diffusion 3, largely due to the efficiency of its Rectified Flow (RF) variant. The success of RF hinges on iteratively learning straight trajectories, pushing…

Machine Learning · Computer Science 2026-05-19 Vansh Bansal , Saptarshi Roy , Purnamrita Sarkar , Alessandro Rinaldo

Guidance of generative models is typically achieved by modifying the probability flow vector field through the addition of a guidance field. In this paper, we instead propose the Source-Guided Flow Matching (SGFM) framework, which modifies…

Machine Learning · Computer Science 2025-08-25 Zifan Wang , Alice Harting , Matthieu Barreau , Michael M. Zavlanos , Karl H. Johansson

We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…

Optimization and Control · Mathematics 2025-12-16 Edward J. Anderson , Dominic S. T. Keehan
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