Related papers: Parameterized Wasserstein Gradient Flow
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…
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…
This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…
We propose efficient numerical schemes for implementing the natural gradient descent (NGD) for a broad range of metric spaces with applications to PDE-based optimization problems. Our technique represents the natural gradient direction as a…
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represent densities of particles. The Wasserstein metric is…
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…
This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
In this paper, we propose a new method to compute the solution of time-dependent Schr\"odinger equation (TDSE). Using push-forward maps and Wasserstein Hamiltonian flow, we reformulate the TDSE as a Hamiltonian system in terms of…
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…
Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…
We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…
Solving ill-posed inverse problems requires powerful and flexible priors. We propose leveraging pretrained latent diffusion models for this task through a new training-free approach, termed Diffusion-regularized Wasserstein Gradient Flow…
We introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein information geometry. It defines a parametrization invariant…
Particle-based variational inference methods (ParVIs) such as Stein variational gradient descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. However, the design of…
Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…