相关论文: Universal randomised signatures for generative tim…

We introduce a framework for generating samples of a distribution given a finite number of its moments, targeted to particle-based solutions of kinetic equations and rarefied gas flow simulations. Our model, referred to as the…

Safeguarding privacy in sensitive training data is paramount, particularly in the context of generative modeling. This can be achieved through either differentially private stochastic gradient descent or a differentially private metric for…

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions. In this paper we develop a loss function for multi-label learning, based on the…

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the…

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…

We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path theory with local kernel regression. The signature…

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…

Understanding the temporal dynamics of Earth's surface is a mission of multi-temporal remote sensing image analysis, significantly promoted by deep vision models with its fuel -- labeled multi-temporal images. However, collecting,…

Generative Adversarial Networks (GANs) can produce high-quality samples, but do not provide an estimate of the probability density around the samples. However, it has been noted that maximizing the log-likelihood within an energy-based…

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…

Tensor algebras give rise to one of the most powerful measures of similarity for sequences of arbitrary length called the signature kernel accompanied with attractive theoretical guarantees from stochastic analysis. Previous algorithms to…

We study a setting where a data holder wishes to share data with a receiver, without revealing certain summary statistics of the data distribution (e.g., mean, standard deviation). It achieves this by passing the data through a…

Synthetic data generation has proven to be a promising solution for addressing data availability issues in various domains. Even more challenging is the generation of synthetic time series data, where one has to preserve temporal dynamics,…

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Eulerian penalization of error in the Euclidean space, the Wasserstein metric can capture…

In the recent years Generative Adversarial Networks (GANs) have demonstrated significant progress in generating authentic looking data. In this work we introduce our simple method to exploit the advancements in well established image-based…