Related papers: Functional Gradient Flows for Constrained Sampling

Particle-based variational inference methods (ParVIs) use nonparametric variational families represented by particles to approximate the target distribution according to the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL)…

Particle-based variational inference (VI) minimizes the KL divergence between model samples and the target posterior with gradient flow estimates. With the popularity of Stein variational gradient descent (SVGD), the focus of particle-based…

Particle-based variational inference methods (ParVIs) such as Stein variational gradient descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. However, the design of…

Sampling methods, as important inference and learning techniques, are typically designed for unconstrained domains. However, constraints are ubiquitous in machine learning problems, such as those on safety, fairness, robustness, and many…

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

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…

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

Crowd flow segmentation is an important step in many video surveillance tasks. In this work, we propose an algorithm for segmenting flows in H.264 compressed videos in a completely unsupervised manner. Our algorithm works on motion vectors…

The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…

The Gradient Vector Flow (GVF) is a vector diffusion approach based on Partial Differential Equations (PDEs). This method has been applied together with snake models for boundary extraction medical images segmentation. The key idea is to…

There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…

We develop several efficient numerical schemes which preserve exactly the global constraints for constrained gradient flows. Our schemes are based on the SAV approach combined with the Lagrangian multiplier approach. They are as efficient…

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…

A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…

Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…

Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian inference literature, for their capacity to yield flexible and accurate approximations. We explore ParVIs from the perspective of Wasserstein…

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

Flow matching (FM) is a family of training algorithms for fitting continuous normalizing flows (CNFs). Conditional flow matching (CFM) exploits the fact that the marginal vector field of a CNF can be learned by fitting least-squares…

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

A reward-guided, gradient-free ParVI method, \textit{R-ParVI}, is proposed for sampling partially known densities (e.g. up to a constant). R-ParVI formulates the sampling problem as particle flow driven by rewards: particles are drawn from…