相关论文: Y-Diagonal Couplings: Approximating Posteriors wit…

In this work, we train conditional Wasserstein generative adversarial networks to effectively sample from the posterior of physics-based Bayesian inference problems. The generator is constructed using a U-Net architecture, with the latent…

We provide statistical theory for conditional and unconditional Wasserstein generative adversarial networks (WGANs) in the framework of dependent observations. We prove upper bounds for the excess Bayes risk of the WGAN estimators with…

We construct optimal low-rank approximations for the Gaussian posterior distribution in linear Gaussian inverse problems with possibly infinite-dimensional separable Hilbert parameter spaces and finite-dimensional data spaces. We first…

Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…

In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends the well-posedness analysis of Bayesian inverse problems. In…

Generative Adversarial Networks (GANs) have been impactful on many problems and applications but suffer from unstable training. The Wasserstein GAN (WGAN) leverages the Wasserstein distance to avoid the caveats in the minmax two-player…

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover)…

We train a generator by maximum likelihood and we also train the same generator architecture by Wasserstein GAN. We then compare the generated samples, exact log-probability densities and approximate Wasserstein distances. We show that an…

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein…

We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…

We derive first-order (in the stepsize) bounds on the bias in Wasserstein distances of the invariant measure of stochastic gradient kinetic Langevin dynamics with minimal assumptions on the stochastic gradient noise. These bounds sharpen…

We study the use of Gaussian process emulators to approximate the parameter-to-observation map or the negative log-likelihood in Bayesian inverse problems. We prove error bounds on the Hellinger distance between the true posterior…

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

The adapted Wasserstein ($AW$) distance refines the classical Wasserstein ($W$) distance by incorporating the temporal structure of stochastic processes. This makes the $AW$-distance well-suited as a robust distance for many dynamic…

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…