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Flow Matching has recently gained attention in generative modeling as a simple and flexible alternative to diffusion models. While existing statistical guarantees adapt tools from the analysis of diffusion models, we take a different…

机器学习 · 统计学 2026-03-18 Lea Kunkel , Mathias Trabs

Let $M$ be a complete connected Riemannian manifold. For $n \geq 0$, we endow the Wasserstein space $P^{(n)}_2(M) = P_2(\ldots P_2(M)\ldots)$, equipped with the Wasserstein distance $W_2$, with a variational structure that generalizes the…

最优化与控制 · 数学 2025-12-04 Christophe Vauthier

We introduce a family of reversible fragmentating-coagulating processes of particles of varying size-scaled diffusivity with strictly local interaction on the real line as mathematically rigorous description of colloidal motion of fluids.…

概率论 · 数学 2022-09-21 Vitalii Konarovskyi , Max von Renesse

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…

最优化与控制 · 数学 2024-06-04 Jiangze Han , Christopher Thomas Ryan , Xin T. Tong

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…

偏微分方程分析 · 数学 2016-09-14 Filippo Santambrogio

The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the…

机器学习 · 计算机科学 2022-05-27 Yifei Wang , Peng Chen , Mert Pilanci , Wuchen Li

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…

偏微分方程分析 · 数学 2017-12-25 Daniel Matthes , Simon Plazotta

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

最优化与控制 · 数学 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…

概率论 · 数学 2025-02-11 Adam Block , Zeyu Jia , Yury Polyanskiy , Alexander Rakhlin

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

概率论 · 数学 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

We establish an equivalence between the rigidity of Wasserstein contraction along heat flows and the rigidity of Bakry--\'Emery gradient estimates for Lipschitz functions. Applying results of Ambrosio--Bru\'e--Semola and Han, we show that…

度量几何 · 数学 2025-07-28 Zhenhao Li

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,…

泛函分析 · 数学 2022-12-01 Clare Wickman , Kasso Okoudjou

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

概率论 · 数学 2021-07-06 Feng-Yu Wang

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

数值分析 · 数学 2016-09-29 Jonathan Zinsl , Daniel Matthes

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

偏微分方程分析 · 数学 2014-09-16 Sara Daneri , Giuseppe Savare

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

数值分析 · 数学 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

机器学习 · 计算机科学 2025-08-28 Jannis Chemseddine , Paul Hagemann , Gabriele Steidl , Christian Wald

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

机器学习 · 统计学 2021-05-24 Anna Korba , Pierre-Cyril Aubin-Frankowski , Szymon Majewski , Pierre Ablin

We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity…

偏微分方程分析 · 数学 2016-01-18 Jonathan Zinsl , Daniel Matthes

Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…

机器学习 · 统计学 2024-06-07 Song Liu , Jiahao Yu , Jack Simons , Mingxuan Yi , Mark Beaumont