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We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…

Optimization and Control · Mathematics 2025-11-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…

Machine Learning · Statistics 2026-02-09 Elias Hess-Childs , Dejan Slepčev , Lantian Xu

In this paper, we study the regular geometric behavior of the mean curvature flow (MCF) of submanifolds in the standard Gaussian metric space $({\mathbb R}^{m+p},e^{-|x|^2/m}\ol g)$ where $({\mathbb R}^{m+p},\ol g)$ is the standard…

Differential Geometry · Mathematics 2020-07-08 An-Min Li , Xingxiao Li , Di Zhang

We establish that the Dirichlet problem for convex linear growth functionals on $BD$, the functions of bounded deformation, gives rise to the same unconditional Sobolev and partial $C^{1,\alpha}$-regularity theory as presently available for…

Analysis of PDEs · Mathematics 2019-08-27 Franz Gmeineder

The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…

Optimization and Control · Mathematics 2024-10-11 Massimo Fornasier , Pascal Heid , Giacomo Enrico Sodini

This article concerns the Cauchy problem for the gravity-capillary water waves system in general dimensions. We establish local well-posedness for initial data in $H^s$, with $s > \frac{d}{2} + 2 - \mu$, with $\mu = \frac{3}{14}$ and $\mu =…

Analysis of PDEs · Mathematics 2023-08-31 Albert Ai

Despite the widespread success of Transformers across various domains, their optimization guarantees in large-scale model settings are not well-understood. This paper rigorously analyzes the convergence properties of gradient flow in…

Machine Learning · Statistics 2024-11-01 Cheng Gao , Yuan Cao , Zihao Li , Yihan He , Mengdi Wang , Han Liu , Jason Matthew Klusowski , Jianqing Fan

It is well known that the quadratic Wasserstein distance $W_2 (\mathord{\boldsymbol{\cdot}}, \mathord{\boldsymbol{\cdot}})$ is formally equivalent, for infinitesimally small perturbations, to some weighted $H^{-1}$ homogeneous Sobolev norm.…

Functional Analysis · Mathematics 2016-09-20 Rémi Peyre

This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD…

Machine Learning · Computer Science 2021-09-06 Carl-Johann Simon-Gabriel , Alessandro Barp , Bernhard Schölkopf , Lester Mackey

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

To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…

Optimization and Control · Mathematics 2025-06-05 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch

The skew mean curvature flow is an evolution equation for $d$ dimensional ma\-nifolds embedded in $\mathbb{R}^{d+2}$ (or more generally, in a Riemannian manifold). It can be viewed as a Schr\"odinger analogue of the mean curvature flow, or…

Analysis of PDEs · Mathematics 2025-12-29 Jiaxi Huang , Daniel Tataru

The existence of global-in-time classical solutions to the Cauchy problem of incompressible Magnetohydrodynamic flows with zero magnetic diffusivity is considered in two dimensions. The linearization of equations is a degenerated…

Analysis of PDEs · Mathematics 2014-05-02 Xianpeng Hu , Fanghua Lin

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…

Probability · Mathematics 2023-06-30 Sewoong Oh , Soumik Pal , Raghav Somani , Raghavendra Tripathi

It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…

Analysis of PDEs · Mathematics 2014-02-13 François Bolley , José A. Carrillo

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…

Machine Learning · Statistics 2015-08-26 Marco Cuturi , Gabriel Peyré

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Yang Wu , Pengxu Wei , Liang Lin

We are interested in mesh-free formulas based on the Monte-Carlo methodology for the approximation of multi-dimensional integrals, and we investigate their accuracy when the functions belong to a reproducing-kernel space. A kernel typically…

Analysis of PDEs · Mathematics 2020-08-26 Philippe G. LeFloch , Jean-Marc Mercier

We formulate well-posed continuous-time generative flows for learning distributions that are supported on low-dimensional manifolds through Wasserstein proximal regularizations of $f$-divergences. Wasserstein-1 proximal operators regularize…

Machine Learning · Statistics 2024-07-17 Hyemin Gu , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang
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