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We analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…

Analysis of PDEs · Mathematics 2025-11-19 Mathis Hardion , Hugo Lavenant

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Machine Learning · Computer Science 2026-05-22 Arthur Gretton , Li Kevin Wenliang , Alexandre Galashov , James Thornton , Valentin De Bortoli , Arnaud Doucet

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…

Machine Learning · Statistics 2019-12-04 Michael Arbel , Anna Korba , Adil Salim , Arthur Gretton

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

Functional Analysis · Mathematics 2022-12-01 Clare Wickman , Kasso Okoudjou

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

Approximating a probability distribution using a set of particles is a fundamental problem in machine learning and statistics, with applications including clustering and quantization. Formally, we seek a weighted mixture of Dirac measures…

Machine Learning · Statistics 2026-04-24 Ayoub Belhadji , Daniel Sharp , Youssef Marzouk

The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning, particularly in generative modeling and sampling, we present a rigorous…

Machine Learning · Statistics 2024-10-29 Jia-Jie Zhu , Alexander Mielke

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

Numerical Analysis · Mathematics 2025-11-11 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…

Machine Learning · Statistics 2024-06-07 Song Liu , Jiahao Yu , Jack Simons , Mingxuan Yi , Mark Beaumont

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…

Machine Learning · Statistics 2021-12-02 David Alvarez-Melis , Yair Schiff , Youssef Mroueh

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…

Machine Learning · Statistics 2026-02-09 Elias Hess-Childs , Dejan Slepčev , Lantian Xu

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

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…

Machine Learning · Computer Science 2022-11-16 Clément Bonet , Nicolas Courty , François Septier , Lucas Drumetz

Wasserstein Gradient Flow (WGF) describes the gradient dynamics of probability density within the Wasserstein space. WGF provides a promising approach for conducting optimization over the probability distributions. Numerically approximating…

Machine Learning · Computer Science 2024-06-04 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

We present a short overview on the strongest variational formulation for gradient flows of geodesically $\lambda$-convex functionals in metric spaces, with applications to diffusion equations in Wasserstein spaces of probability measures.…

Classical Analysis and ODEs · Mathematics 2010-09-21 Sara Daneri , Giuseppe Savaré
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