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Related papers: Parameterized Wasserstein Gradient Flow

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We study policy gradient methods for continuous-action, entropy-regularized reinforcement learning through the lens of Wasserstein geometry. Starting from a Wasserstein proximal update, we derive Wasserstein Proximal Policy Gradient (WPPG)…

Machine Learning · Computer Science 2026-03-04 Zhaoyu Zhu , Shuhan Zhang , Rui Gao , Shuang Li

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

Numerous infinite dimensional dynamical systems arising in different fields have been shown to exhibit a gradient flow structure in the Wasserstein space. We construct Two Point Flux Approximation Finite Volume schemes discretizing such…

Numerical Analysis · Mathematics 2020-06-29 Andrea Natale , Gabriele Todeschi

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

Motivated by approximation Bayesian computation using mean-field variational approximation and the computation of equilibrium in multi-species systems with cross-interaction, this paper investigates the composite geodesically convex…

Optimization and Control · Mathematics 2024-09-18 Rentian Yao , Xiaohui Chen , Yun Yang

We introduce the Wasserstein Transform (WT), a general unsupervised framework for updating distance structures on given data sets with the purpose of enhancing features and denoising. Our framework represents each data point by a…

Machine Learning · Computer Science 2026-04-14 Kun Jin , Facundo Mémoli , Zane Smith , Zhengchao Wan

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

Methodology · Statistics 2024-08-30 Takuo Matsubara

In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…

Analysis of PDEs · Mathematics 2025-12-23 Raymond Chu , Matt Jacobs

We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

Analysis of PDEs · Mathematics 2026-03-05 Joao Miguel Machado

As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…

Numerical Analysis · Mathematics 2020-06-24 Katy Craig , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola , Li Wang

Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…

Machine Learning · Statistics 2023-11-01 Mingxuan Yi , Song Liu

Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…

Machine Learning · Computer Science 2025-12-22 Herlock Rahimi

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Machine Learning · Computer Science 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…

Machine Learning · Computer Science 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka

The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…

Analysis of PDEs · Mathematics 2025-05-23 Zhengxin Zhang , Ziv Goldfeld , Kristjan Greenewald , Youssef Mroueh , Bharath K. Sriperumbudur

Accurate and efficient prediction of multi-scale flows remains a formidable challenge. Constructing theoretical models and numerical methods often involves the design and optimization of parameters. While gradient descent methods have been…

Computational Physics · Physics 2026-02-10 Tianbai Xiao

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 variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

Numerical Analysis · Mathematics 2020-07-15 Wuchen Li , Jianfeng Lu , Li Wang

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…

Machine Learning · Computer Science 2024-02-02 Kaiwen Hou

We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and L\'eger to solve optimal transport problems. We evolve the gradient…

Numerical Analysis · Mathematics 2020-11-17 Matt Jacobs , Wonjun Lee , Flavien Léger