Related papers: (De)-regularized Maximum Mean Discrepancy Gradient…
Multi-modal distributions are commonly used to model clustered data in statistical learning tasks. In this paper, we consider the Mixed Linear Regression (MLR) problem. We propose an optimal transport-based framework for MLR problems,…
We develop a geometric convergence theory for neural-network optimization within the minimizing movement scheme (MMS) framework. Reformulating each neural MMS step as a minimization over the set of increments in a Hilbert space, we show…
Gradient normalization stabilizes deep-learning optimization, and spectral normalizations are especially natural for matrix-shaped parameter blocks; Muon is the motivating example. We study an idealized deterministic, continuous-time,…
Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…
We develop a quantitative statistical theory of transformers in the large-context regime by adopting the abstraction of contextual flow maps (CFMs): dynamical systems that evolve a distinguished token in the presence of a contextual measure…
We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…
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…
We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an…
Recently, the rectified flow (RF) has emerged as the new state-of-the-art among flow-based diffusion models due to its high efficiency advantage in straight path sampling, especially with the amazing images generated by a series of RF…
The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…
We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…
Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…
We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a softmax policy with (one-hidden layer) neural network…
Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly…
Modern data analyses frequently encounter settings where samples of variables are contaminated by measurement error. Ignoring measurement noise can substantially degrade statistical inference, while existing correction techniques are often…
Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…
Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…
Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…
Sampling from unnormalized densities is analogous to the generative modeling problem, but the target distribution is defined by a known energy function instead of data samples. Because evaluating the energy function is often costly, a…
Although generative diffusion models (GDMs) are widely used in practice, their theoretical foundations remain limited, especially concerning the impact of different discretization schemes applied to the underlying stochastic differential…