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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 study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

We study the Stochastic Gradient Descent (SGD) algorithm in nonparametric statistics: kernel regression in particular. The directional bias property of SGD, which is known in the linear regression setting, is generalized to the kernel…

Machine Learning · Statistics 2022-08-30 Yiling Luo , Xiaoming Huo , Yajun Mei

The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the…

Machine Learning · Computer Science 2022-05-27 Yifei Wang , Peng Chen , Mert Pilanci , Wuchen Li

High-dimensional Kronecker-structured estimation faces a conflict between non-convex scaling ambiguities and statistical robustness. The arbitrary factor scaling distorts gradient magnitudes, rendering standard fixed-threshold robust…

Methodology · Statistics 2025-12-23 Xiaoyu Zhang , Zhiyun Fan , Wenyang Zhang , Di Wang

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

The variance-gamma (VG) distributions form a four parameter family that includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and approximation on…

Probability · Mathematics 2020-02-18 Robert E. Gaunt

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

Machine Learning · Computer Science 2020-10-23 Tomas Geffner , Justin Domke

Adversarial examples are crafted by adding indistinguishable perturbations to normal examples in order to fool a well-trained deep learning model to misclassify. In the context of computer vision, this notion of indistinguishability is…

Machine Learning · Computer Science 2023-03-23 Wenjie Wang , Li Xiong , Jian Lou

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges to an absolutely continuous curve on the $2$-Wasserstein…

Probability · Mathematics 2026-04-21 Nabarun Deb , Young-Heon Kim , Soumik Pal , Geoffrey Schiebinger

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

We focus on the problem of efficient sampling and learning of probability densities by incorporating symmetries in probabilistic models. We first introduce Equivariant Stein Variational Gradient Descent algorithm -- an equivariant sampling…

Machine Learning · Computer Science 2021-07-30 Priyank Jaini , Lars Holdijk , Max Welling

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real