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We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

Since the introduction of the Sliced Wasserstein distance in the literature, its simplicity and efficiency have made it one of the most interesting surrogate for the Wasserstein distance in image processing and machine learning. However,…

Optimization and Control · Mathematics 2025-08-05 Eloi Tanguy , Laetitia Chapel , Julie Delon

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

Solving ill-posed inverse problems requires powerful and flexible priors. We propose leveraging pretrained latent diffusion models for this task through a new training-free approach, termed Diffusion-regularized Wasserstein Gradient Flow…

Machine Learning · Statistics 2025-09-24 Tim Y. J. Wang , O. Deniz Akyildiz

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…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

While behavior cloning with flow/diffusion policies excels at learning complex skills from demonstrations, it remains vulnerable to distributional shift, and standard RL methods struggle to fine-tune these models due to their iterative…

Machine Learning · Computer Science 2025-10-20 Mingyang Sun , Pengxiang Ding , Weinan Zhang , Donglin Wang

In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…

Analysis of PDEs · Mathematics 2025-01-27 Jean-Baptiste Casteras , Léonard Monsaingeon , Filippo Santambrogio

We construct stochastic gradient flows on the $2$-Wasserstein space $\mathcal P_2$ over $\mathbb R^d$ for energy functionals of the type $W_F(\rho d x)=\int_{\mathbb R^d}F(x,\rho(x))d x$. The functions $F$ and $\partial_2 F$ are assumed to…

Probability · Mathematics 2026-04-29 Panpan Ren , Michael Röckner , Feng-Yu Wang , Simon Wittmann

Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…

Machine Learning · Computer Science 2025-11-04 Laetitia Chapel , Romain Tavenard , Samuel Vaiter

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

Addressing challenges in urban water infrastructure systems including aging infrastructure, supply uncertainty, extreme events, and security threats, depend highly on water distribution networks modeling emphasizing the importance of…

Optimization and Control · Mathematics 2020-05-20 Shen Wang , Ahmad F. Taha , Lina Sela , Marcio Giacomoni , Nikolaos Gatsis

Score-based generative models are a popular class of generative modelling techniques relying on stochastic differential equations (SDE). From their inception, it was realized that it was also possible to perform generation using ordinary…

Machine Learning · Statistics 2024-02-13 Joe Benton , George Deligiannidis , Arnaud Doucet

The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the…

Probability · Mathematics 2018-06-11 Ivan Gentil , Christian Léonard , Luigia Ripani

Diffusion models and flow-based methods have shown impressive generative capability, especially for images, but their sampling is expensive because it requires many iterative updates. We introduce W-Flow, a framework for training a…

Machine Learning · Computer Science 2026-05-28 Jiaqi Han , Puheng Li , Qiushan Guo , Renyuan Xu , Stefano Ermon , Emmanuel J. Candès

We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…

Analysis of PDEs · Mathematics 2026-02-20 Mathis Hardion , Théo Lacombe

The scalability of continuous normalizing flows (CNFs) for unbiased Boltzmann sampling remains limited in high-dimensional systems due to the cost of Jacobian-determinant evaluation, which requires $D$ backpropagation passes through the…

Machine Learning · Computer Science 2026-01-30 Xin Peng , Ang Gao

General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…

Numerical Analysis · Mathematics 2022-08-29 Andrea Barth , Robin Merkle

We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term. The particle density is evaluated from the current…

Machine Learning · Statistics 2022-10-14 Richard D. P. Grumitt , Biwei Dai , Uros Seljak

The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…

Machine Learning · Statistics 2024-05-10 Ye He , Krishnakumar Balasubramanian , Bharath K. Sriperumbudur , Jianfeng Lu

Tree-Sliced methods have recently emerged as an alternative to the traditional Sliced Wasserstein (SW) distance, replacing one-dimensional lines with tree-based metric spaces and incorporating a splitting mechanism for projecting measures.…

Machine Learning · Computer Science 2025-06-10 Thanh Tran , Viet-Hoang Tran , Thanh Chu , Trang Pham , Laurent El Ghaoui , Tam Le , Tan M. Nguyen