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Detecting changes is of fundamental importance when analyzing data streams and has many applications, e.g., in predictive maintenance, fraud detection, or medicine. A principled approach to detect changes is to compare the distributions of…

Machine Learning · Computer Science 2025-02-13 Florian Kalinke , Marco Heyden , Georg Gntuni , Edouard Fouché , Klemens Böhm

Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…

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

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

With the rise of machine learning and deep learning based applications in practice, monitoring, i.e. verifying that these operate within specification, has become an important practical problem. An important aspect of this monitoring is to…

Machine Learning · Computer Science 2021-06-29 Thomas Viehmann

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

We consider Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\text{MMD}_K^2(\cdot, \nu)$ for positive and negative distance kernels $K(x,y) := \pm |x-y|$ and given target measures $\nu$ on $\mathbb{R}$. Since in one…

Analysis of PDEs · Mathematics 2025-05-06 Richard Duong , Nicolaj Rux , Viktor Stein , Gabriele Steidl

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

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Machine Learning · Statistics 2021-05-24 Anna Korba , Pierre-Cyril Aubin-Frankowski , Szymon Majewski , Pierre Ablin

Distribution Matching Distillation (DMD) provides an effective distribution-level correction for few-step generation, while relying on an auxiliary fake-score network to track the evolving generative distribution. Recent work combines…

Computer Vision and Pattern Recognition · Computer Science 2026-05-20 Youngjoong Kim , Deokyeong Lee , Jaesik Park

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…

Machine Learning · Statistics 2026-03-10 Eduardo Fernandes Montesuma , Yassir Bendou , Mike Gartrell

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

Normalizing flows are a class of flexible deep generative models that offer easy likelihood computation. Despite their empirical success, there is little theoretical understanding of their expressiveness. In this work, we study residual…

Machine Learning · Computer Science 2021-06-28 Zhifeng Kong , Kamalika Chaudhuri

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

Machine Learning · Computer Science 2026-05-15 Ao Xu , Tieru Wu

Flow Matching has become a cornerstone of modern generative models like Stable Diffusion 3, largely due to the efficiency of its Rectified Flow (RF) variant. The success of RF hinges on iteratively learning straight trajectories, pushing…

Machine Learning · Computer Science 2026-05-19 Vansh Bansal , Saptarshi Roy , Purnamrita Sarkar , Alessandro Rinaldo

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

Machine Learning · Statistics 2025-06-12 Vahan Arsenyan , Elen Vardanyan , Arnak Dalalyan

Negative distance kernels $K(x,y) := - \|x-y\|$ were used in the definition of maximum mean discrepancies (MMDs) in statistics and lead to favorable numerical results in various applications. In particular, so-called slicing techniques for…

Machine Learning · Statistics 2025-10-23 Nicolaj Rux , Michael Quellmalz , Gabriele Steidl

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Statistics Theory · Mathematics 2026-04-08 Arthur Stéphanovitch