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The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

Machine Learning · Statistics 2025-09-17 Kisung You

Optimization over the space of probability measures endowed with the Wasserstein-2 geometry is central to modern machine learning and mean-field modeling. However, traditional methods relying on full Wasserstein gradients often suffer from…

Machine Learning · Statistics 2026-04-03 Yewei Xu , Qin Li

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

Optimization and Control · Mathematics 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…

Statistics Theory · Mathematics 2022-05-03 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Accurate simulations of flows in stellar interiors are crucial to improving our understanding of stellar structure and evolution. Because the typically slow flows are merely tiny perturbations on top of a close balance between gravity and…

Solar and Stellar Astrophysics · Physics 2021-08-18 P. V. F. Edelmann , L. Horst , J. P. Berberich , R. Andrassy , J. Higl , G. Leidi , C. Klingenberg , F. K. Roepke

We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…

Optimization and Control · Mathematics 2023-04-18 Diego Fonseca , Mauricio Junca

In this paper, we consider numerical approximations for the optimal partition problem using Lagrange multipliers. By rewriting it into constrained gradient flows, three and four steps numerical schemes based on the Lagrange multiplier…

Optimization and Control · Mathematics 2024-08-29 Qing Cheng , Jing Guo , Dong Wang

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

Analysis of PDEs · Mathematics 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…

Machine Learning · Computer Science 2021-02-16 Yifei Wang , Peng Chen , Wuchen Li

A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…

Analysis of PDEs · Mathematics 2026-04-03 Mathias Dus , Ansgar Jüngel

As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…

Optimization and Control · Mathematics 2024-11-20 Clément Bonet , Théo Uscidda , Adam David , Pierre-Cyril Aubin-Frankowski , Anna Korba

In this work, we make two improvements on the staggered grid hydrodynamics (SGH) Lagrangian scheme for modeling 2-dimensional compressible multi-material flows on triangular mesh. The first improvement is the construction of a dynamic local…

Computational Physics · Physics 2017-07-10 Hai-bo Zhao , Bo Xiao , Jing-song Bai , Shu-chao Duan , Gang-hua Wang , Ming-xian Kan

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

In this paper, we study both convergence and bounded variation properties of a new fully discrete conservative Lagrangian--Eulerian scheme to the entropy solution in the sense of Kruzhkov (scalar case) by using a weak asymptotic analysis.…

Numerical Analysis · Mathematics 2022-02-03 Eduardo Abreu , Arthur Espírito Santo , Wanderson Lambert , John Pérez

We study the modeling of a compressible two-phase flow in a porous medium. The governing free boundary problem is known as the Verigin problem with phase transition. We introduce a novel variational framework to construct weak solutions.…

Analysis of PDEs · Mathematics 2026-01-29 Anna Kubin , Tim Laux , Alice Marveggio

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

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Stratified fluids composed of a sequence of alternate layers show interesting macroscopic properties, which may be quite different from those of the individual constituent fluids. On a macroscopic scale, such systems can be considered a…

Numerical Analysis · Mathematics 2026-01-30 Simone Chiocchetti , Giovanni Russo

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…

Machine Learning · Statistics 2025-09-24 Tim Y. J. Wang , O. Deniz Akyildiz

This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…

Machine Learning · Computer Science 2024-04-16 Noboru Isobe
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