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We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…

Machine Learning · Computer Science 2021-02-16 Yifei Wang , Peng Chen , Wuchen Li

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

We propose a novel diffusion map particle system (DMPS) for generative modeling, based on diffusion maps and Laplacian-adjusted Wasserstein gradient descent (LAWGD). Diffusion maps are used to approximate the generator of the corresponding…

Machine Learning · Statistics 2024-12-19 Fengyi Li , Youssef Marzouk

Representing and predicting high-dimensional and spatiotemporally chaotic dynamical systems remains a fundamental challenge in dynamical systems and machine learning. Although data-driven models can achieve accurate short-term forecasts,…

Machine Learning · Computer Science 2026-02-17 Liangyu Su , Jun Shu , Rui Liu , Deyu Meng , Zongben Xu

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

Computation · Statistics 2026-02-04 Van Chien Ta , Thi Mai Hong Chu , Minh-Ngoc Tran

Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples…

Machine Learning · Statistics 2021-10-11 Zheyang Shen , Markus Heinonen , Samuel Kaski

Linear dynamical systems are fully characterized by their eigenspectra, accessible directly from the generator of the dynamics. For nonlinear systems governed by partial differential equations, no equivalent theory exists. We introduce Lie…

Machine Learning · Computer Science 2026-04-02 Shafayeth Jamil , Rehan Kapadia

Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…

Machine Learning · Computer Science 2026-04-14 Chengyu Liu , Xiang Zhou

We reveal a precise mathematical framework about a new family of generative models which we call Gradient Flow Drifting. With this framework, we prove an equivalence between the recently proposed Drifting Model and the Wasserstein gradient…

Machine Learning · Computer Science 2026-03-12 Jiarui Cao , Zixuan Wei , Yuxin Liu

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

Statistics Theory · Mathematics 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

In this paper, we show how kernel-based models for the Koopman generator -- the gEDMD method -- can be used to identify coarse-grained dynamics on reduced variables, which retain the slowest transition timescales of the original dynamics.…

Computational Physics · Physics 2025-03-26 Vahid Nateghi , Feliks Nüske

Wasserstein Gradient Flow (WGF) describes the gradient dynamics of probability density within the Wasserstein space. WGF provides a promising approach for conducting optimization over the probability distributions. Numerically approximating…

Machine Learning · Computer Science 2024-06-04 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Coarse graining (CG) is an important task for efficient modeling and simulation of complex multi-scale systems, such as the conformational dynamics of biomolecules. This work presents a projection-based coarse-graining formalism for general…

Computational Physics · Physics 2026-05-28 Vahid Nateghi , Lara Neureither , Selma Moqvist , Carsten Hartmann , Simon Olsson , Feliks Nüske

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…

Machine Learning · Statistics 2023-10-26 Ziheng Cheng , Shiyue Zhang , Longlin Yu , Cheng Zhang

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

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

Machine Learning · Computer Science 2025-09-23 Stefano Bruno , Sotirios Sabanis

Modern proximal and stochastic gradient descent (SGD) methods are believed to efficiently minimize large composite objective functions, but such methods have two algorithmic challenges: (1) a lack of fast or justified stop conditions, and…

Optimization and Control · Mathematics 2017-01-05 Vivak Patel

System identification and Koopman spectral analysis are crucial for uncovering physical laws and understanding the long-term behaviour of stochastic dynamical systems governed by stochastic differential equations (SDEs). In this work, we…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Jun Zhou , Yiming Meng , Jun Liu

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

Machine Learning · Statistics 2025-04-10 Viktor Stein , Wuchen Li
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