Related papers: Sinkhorn-Drifting Generative Models
We introduce a novel linear transport equation that models the evolution of a one-particle distribution subject to free transport and two distinct scattering mechanisms: one affecting the particle's speed and the other its direction. These…
We introduce Midpoint Generative Models (MGM), a principled framework for training one-step generative models. MGM is based on a simple symmetry of Flow Matching with linear interpolation: when the two endpoint distributions coincide, the…
We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback-Leibler divergence). This viewpoint implies a new sublinear…
Human decision making behavior is observed with choice-response time data during psychological experiments. Drift-diffusion models of this data consist of a Wiener first-passage time (WFPT) distribution and are described by cognitive…
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
Identifying the drift and diffusion of an SDE from its population dynamics is a notoriously challenging task. Researchers in machine learning and single-cell biology have only been able to prove a partial identifiability result: for…
The last decade has seen a surge of interest in adaptive learning algorithms for data stream classification, with applications ranging from predicting ozone level peaks, learning stock market indicators, to detecting computer security…
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…
Discrete models usually represent approximations to continuum physics. Cylindrical consistency provides a framework in which discretizations mirror exactly the continuum limit. Being a standard tool for the kinematics of loop quantum…
In state estimation tasks, the usual assumption of exactly known disturbance distribution is often unrealistic and renders the estimator fragile in practice. The recently emerging Wasserstein distributionally robust state estimation (DRSE)…
This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…
Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
Recently, a new paradigm named \emph{drifting model} has been proposed for mapping distributions, which achieves the SOTA image generation performance over ImageNet via one-step neural functional evaluation (NFE). The basic idea is to…
To extend the applicability of density functional theory for superconductors (SCDFT) to systems with significant particle-hole asymmetry, we construct a new exchange-correlation kernel entering the gap equation. We show that the kernel is…
In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known…
Many approaches in machine learning rely on a weighted graph to encode the similarities between samples in a dataset. Entropic affinities (EAs), which are notably used in the popular Dimensionality Reduction (DR) algorithm t-SNE, are…