相关论文: The back-and-forth method for Wasserstein gradient…
We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…
Motivated by a recent method for approximate solution of Fredholm equations of the first kind, we develop a corresponding method for a class of Fredholm equations of the \emph{second kind}. In particular, we consider the class of equations…
The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…
In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…
We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…
Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…
Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…
A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…
Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…
In this paper we consider the application of several gradient methods to the traffic assignment problem: we search equilibria in the stable dynamics model (Nesterov and De Palma, 2003) and the Beckmann model. Unlike the celebrated…
A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…
Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
Wasserstein gradient flow provides a general framework for minimizing an energy functional $J$ over the space of probability measures on a Riemannian manifold $(M,g)$. Its canonical time-discretization, the Jordan-Kinderlehrer-Otto (JKO)…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
Gradient flows in the Wasserstein space have become a powerful tool in the analysis of diffusion equations, following the seminal work of Jordan, Kinderlehrer and Otto (JKO). The numerical applications of this formulation have been limited…
We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space,…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…