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We introduce Wasserstein consensus alternating direction method of multipliers (ADMM) and its entropic-regularized version: Sinkhorn consensus ADMM, to solve measure-valued optimization problems with convex additive objectives. Several…

Optimization and Control · Mathematics 2023-09-15 Iman Nodozi , Abhishek Halder

The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…

Statistics Theory · Mathematics 2019-11-11 Shashank Singh , Barnabás Póczos

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

We introduce adaptive, tuning-free step size schedules for gradient-based sampling algorithms obtained as time-discretizations of Wasserstein gradient flows. The result is a suite of tuning-free sampling algorithms, including tuning-free…

Methodology · Statistics 2025-10-30 Louis Sharrock , Christopher Nemeth

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

Optimization and Control · Mathematics 2026-05-28 Tam Le

We study the convergence rate of the optimal quantization for a probability measure sequence $(\mu_{n})_{n\in\mathbb{N}^{*}}$ on $\mathbb{R}^{d}$ converging in the Wasserstein distance in two aspects: the first one is the convergence rate…

Statistics Theory · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

This work presents an algorithm to sample from the Wasserstein barycenter of absolutely continuous measures. Our method is based on the gradient flow of the multimarginal formulation of the Wasserstein barycenter, with an additive…

Machine Learning · Computer Science 2021-05-06 Chiheb Daaloul , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus

We study a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

Analysis of PDEs · Mathematics 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…

Numerical Analysis · Mathematics 2026-03-17 Shiying Li , Caroline Moosmueller , Yongzhe Wang

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

Machine Learning · Computer Science 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

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

Particle gradient descent, which uses particles to represent a probability measure and performs gradient descent on particles in parallel, is widely used to optimize functions of probability measures. This paper considers particle gradient…

Machine Learning · Computer Science 2023-02-10 Hadi Daneshmand , Jason D. Lee , Chi Jin

We study the JKO scheme for the total variation, characterize the optimizers, prove some of their qualitative properties (in particular a form of maximum principle and in some cases, a minimum principle as well). Finally, we establish a…

Analysis of PDEs · Mathematics 2018-07-09 Guillaume Carlier , Clarice Poon

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

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…

Machine Learning · Statistics 2018-06-13 Charlie Frogner , Tomaso Poggio

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

For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…

Quantum Physics · Physics 2010-12-07 T. Schulte-Herbrueggen , S. J. Glaser , G. Dirr , U. Helmke

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Probability · Mathematics 2021-07-27 Feng-Yu Wang , Bingyao Wu

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

Machine Learning · Statistics 2026-02-24 Yinan Hu , Esteban G. Tabak