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We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

Optimization and Control · Mathematics 2026-05-27 Zusen Xu , Jia-Jie Zhu

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

Generative Modeling via Drifting has recently achieved state-of-the-art one-step image generation through a kernel-based drift operator, yet the success is largely empirical and its theoretical foundations remain poorly understood. In this…

Machine Learning · Computer Science 2026-03-11 Erkan Turan , Maks Ovsjanikov

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

We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…

Machine Learning · Computer Science 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka

Wasserstein GANs with Gradient Penalty (WGAN-GP) are a very popular method for training generative models to produce high quality synthetic data. While WGAN-GP were initially developed to calculate the Wasserstein 1 distance between…

Machine Learning · Computer Science 2022-07-01 Tristan Milne , Adrian Nachman

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

Functional Analysis · Mathematics 2022-12-01 Clare Wickman , Kasso Okoudjou

Stochastic Gradient Descent (SGD) has been the method of choice for learning large-scale non-convex models. While a general analysis of when SGD works has been elusive, there has been a lot of recent progress in understanding the…

Machine Learning · Computer Science 2022-10-14 Satyen Kale , Jason D. Lee , Chris De Sa , Ayush Sekhari , Karthik Sridharan

Iterative generative models such as Flow Matching and Diffusion models have demonstrated strong test-time scaling behavior, where additional inference computation can improve generation quality. In contrast, Drift Models offer efficient…

Machine Learning · Computer Science 2026-05-19 Chenrui Ma , Xi Xiao , Lin Zhao , Tianyang Wang , Ferdinando Fioretto , Yanning Shen

Guidance of generative models is typically achieved by modifying the probability flow vector field through the addition of a guidance field. In this paper, we instead propose the Source-Guided Flow Matching (SGFM) framework, which modifies…

Machine Learning · Computer Science 2025-08-25 Zifan Wang , Alice Harting , Matthieu Barreau , Michael M. Zavlanos , Karl H. Johansson

High-dimensional generative modeling is fundamentally a manifold-learning problem: real data concentrate near a low-dimensional structure embedded in the ambient space. Effective generators must therefore balance support fidelity -- placing…

Machine Learning · Statistics 2026-02-24 Xinyu Tian , Xiaotong Shen

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

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

The Gromov-Wasserstein (GW) framework adapts ideas from optimal transport to allow for the comparison of probability distributions defined on different metric spaces. Scalable computation of GW distances and associated matchings on graphs…

Machine Learning · Computer Science 2021-05-05 Samir Chowdhury , David Miller , Tom Needham

Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…

Machine Learning · Statistics 2026-03-13 Lea Kunkel

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

Machine Learning · Computer Science 2026-05-15 Ao Xu , Tieru Wu

We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges to an absolutely continuous curve on the $2$-Wasserstein…

Probability · Mathematics 2026-04-21 Nabarun Deb , Young-Heon Kim , Soumik Pal , Geoffrey Schiebinger

This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…

Analysis of PDEs · Mathematics 2016-09-14 Filippo Santambrogio

In this work, we look at Score-based generative models (also called diffusion generative models) from a geometric perspective. From a new view point, we prove that both the forward and backward process of adding noise and generating from…

Machine Learning · Computer Science 2023-02-10 Sandesh Ghimire , Jinyang Liu , Armand Comas , Davin Hill , Aria Masoomi , Octavia Camps , Jennifer Dy