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Related papers: Generative Modeling by Minimizing the Wasserstein-…

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Recently, flow-based generative models have shown superior efficiency compared to diffusion models. In this paper, we study rectified flow models, which constrain transport trajectories to be linear from the base distribution to the data…

Machine Learning · Computer Science 2026-01-29 Hari Krishna Sahoo , Mudit Gaur , Vaneet Aggarwal

A new Wasserstein multi-element polynomial chaos expansion (WPCE) is proposed, which is inspired by recent advances in computational optimal transport for estimating Wasserstein distances. The developed method combines unsupervised learning…

Numerical Analysis · Mathematics 2024-10-17 Robert Gruhlke , Martin Eigel

We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial networks (GANs). Our Stock-GAN model employs a conditional Wasserstein GAN to capture history dependence of orders. The…

Statistical Finance · Quantitative Finance 2020-06-09 Junyi Li , Xitong Wang , Yaoyang Lin , Arunesh Sinha , Micheal P. Wellman

In this article, we introduce a new approach towards the statistical learning problem $\operatorname{argmin}_{\rho(\theta) \in \mathcal P_{\theta}} W_{Q}^2 (\rho_{\star},\rho(\theta))$ to approximate a target quantum state $\rho_{\star}$ by…

Mathematical Physics · Physics 2021-02-03 Simon Becker , Wuchen Li

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

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

A new method for outlier detection and generation is introduced by lifting data into the space of probability distributions which are not analytically expressible, but from which samples can be drawn using a neural generator. Given a…

Machine Learning · Computer Science 2020-12-24 Stefano Giovanni Rizzo , Linsey Pang , Yixian Chen , Sanjay Chawla

The prevalence of missing values in data science poses a substantial risk to any further analyses. Despite a wealth of research, principled nonparametric methods to deal with general non-monotone missingness are still scarce. Instead,…

Machine Learning · Statistics 2026-05-04 Gitte Kremling , Jeffrey Näf , Johannes Lederer

Deterministic flow models, such as rectified flows, offer a general framework for learning a deterministic transport map between two distributions, realized as the vector field for an ordinary differential equation (ODE). However, they are…

Machine Learning · Computer Science 2024-10-04 Saurabh Singh , Ian Fischer

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

Machine Learning · Statistics 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…

Optimization and Control · Mathematics 2021-02-23 Adil Salim , Anna Korba , Giulia Luise

We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato

The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…

Machine Learning · Computer Science 2023-11-06 Xinru Hua , Truyen Nguyen , Tam Le , Jose Blanchet , Viet Anh Nguyen

We develop a theory for image restoration with a learned regularizer that is analogous to that of Meyer's characterization of solutions of the classical variational method of Rudin-Osher-Fatemi (ROF). The learned regularizer we use is a…

Optimization and Control · Mathematics 2023-05-02 Tristan Milne , Adrian Nachman

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

This paper is focused on the statistical analysis of data consisting of a collection of multiple series of probability measures that are indexed by distinct time instants and supported over a bounded interval of the real line. By modeling…

Machine Learning · Statistics 2026-05-05 Yiye Jiang , Jérémie Bigot

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

Methodology · Statistics 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

The generation of synthetic data with distributions that faithfully emulate the underlying data-generating mechanism holds paramount significance. Wasserstein Generative Adversarial Networks (WGANs) have emerged as a prominent tool for this…

Machine Learning · Statistics 2025-01-08 Wenhui Sophia Lu , Chenyang Zhong , Wing Hung Wong

Generating realistic graph-structured data is challenging due to discrete structures, variable sizes, and class-specific connectivity patterns that resist conventional generative modelling. While recent graph generation methods employ…

Machine Learning · Computer Science 2026-02-02 Seyedeh Ava Razi Razavi , James Sargant , Sheridan Houghten , Renata Dividino

Network embedding has become a hot research topic recently which can provide low-dimensional feature representations for many machine learning applications. Current work focuses on either (1) whether the embedding is designed as an…

Machine Learning · Computer Science 2018-05-22 Huiting Hong , Xin Li , Mingzhong Wang
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