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We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

Analysis of PDEs · Mathematics 2024-11-11 Marco Rehmeier , Michael Röckner

The Radon cumulative distribution transform (R-CDT) exploits one-dimensional Wasserstein transport and the Radon transform to represent prominent features in images. It is closely related to the sliced Wasserstein distance and facilitates…

Numerical Analysis · Mathematics 2026-02-02 Matthias Beckmann , Robert Beinert , Jonas Bresch

We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…

Functional Analysis · Mathematics 2019-08-13 Stanislav Kondratyev , Dmitry Vorotnikov

There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…

Analysis of PDEs · Mathematics 2023-12-29 José A. Carrillo , Jakub Skrzeczkowski

Starting with the relativistic Boltzmann equation where the collision term is generalized to include nonlocal effects via gradients of the phase-space distribution function, and using Grad's 14-moment approximation for the distribution…

Nuclear Theory · Physics 2013-05-23 Amaresh Jaiswal , Rajeev S. Bhalerao , Subrata Pal

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

Numerical Analysis · Mathematics 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

Probability · Mathematics 2014-05-16 Max Fathi

This thesis analyze the Wasserstein gradient flow of a functional defined as a double convolution of a non-smooth repulsive interaction potential. To be more precise, the potential under investigation has a -|x| behavior close to the…

Analysis of PDEs · Mathematics 2013-10-15 Giovanni A. Bonaschi

We introduce a new version of the KL-divergence for Gaussian distributions which is based on Wasserstein geometry and referred to as WKL-divergence. We show that this version is consistent with the geometry of the sample space ${\Bbb R}^n$.…

Statistics Theory · Mathematics 2026-05-29 Adwait Datar , Nihat Ay

The Radon cumulative distribution transform (R-CDT) exploits one-dimensional Wasserstein transport and the Radon transform to represent prominent features in images. It is closely related to the sliced Wasserstein distance and facilitates…

Numerical Analysis · Mathematics 2024-11-26 Matthias Beckmann , Robert Beinert , Jonas Bresch

We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…

Computation · Statistics 2023-06-21 Adrien Corenflos , Hany Abdulsamad

The Radon cumulative distribution transform (R-CDT), is an easy-to-compute feature extractor that facilitates image classification tasks especially in the small data regime. It is closely related to the sliced Wasserstein distance and…

Numerical Analysis · Mathematics 2025-06-11 Matthias Beckmann , Robert Beinert , Jonas Bresch

We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We show when the cost function has a mixed Hessian which defines a…

Analysis of PDEs · Mathematics 2024-02-28 Cale Rankin , Ting-Kam Leonard Wong

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

We derive new gradient flows of divergence functions in the probability space embedded with a class of Riemannian metrics. The Riemannian metric tensor is built from the transported Hessian operator of an entropy function. The new gradient…

Information Theory · Computer Science 2019-05-15 Wuchen Li , Lexing Ying

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 revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…

Probability · Mathematics 2020-08-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Machine Learning · Computer Science 2025-07-31 Adwait Datar , Nihat Ay

We study the quantitative convergence of Wasserstein gradient flows of Kernel Mean Discrepancy (KMD) (also known as Maximum Mean Discrepancy (MMD)) functionals. Our setting covers in particular the training dynamics of shallow neural…

Analysis of PDEs · Mathematics 2026-03-03 Lénaïc Chizat , Maria Colombo , Roberto Colombo , Xavier Fernández-Real

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch