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相关论文: A new flow dynamic approach for Wasserstein gradie…

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We give a comprehensive description of Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\mathcal F_\nu := \text{MMD}_K^2(\cdot, \nu)$ towards given target measures $\nu$ on the real line, where we focus on the…

偏微分方程分析 · 数学 2025-12-05 Richard Duong , Viktor Stein , Robert Beinert , Johannes Hertrich , Gabriele Steidl

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…

机器学习 · 统计学 2026-02-09 Elias Hess-Childs , Dejan Slepčev , Lantian Xu

We define new differential structures on the Wasserstein spaces $\mathcal{W}_p(M)$ for $p > 2$ and a general Riemannian manifold $(M,g)$. We consider a very general and possibly degenerate second order partial differential flow equation…

偏微分方程分析 · 数学 2026-03-17 Arthur Schichl

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

最优化与控制 · 数学 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

In this paper, we consider numerical approximation of constrained gradient flows of planar closed curves, including the Willmore and the Helfrich flows. These equations have energy dissipation and the latter has conservation properties due…

数值分析 · 数学 2022-08-02 Tomoya Kemmochi , Yuto Miyatake , Koya Sakakibara

Particle-based variational inference methods (ParVIs) such as Stein variational gradient descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. However, the design of…

机器学习 · 统计学 2023-10-26 Ziheng Cheng , Shiyue Zhang , Longlin Yu , Cheng Zhang

We investigate a Benamou--Brenier type transportation metric for nonnegative measures on a finite reversible Markov chain, which endows the space of measures with a Riemannian structure. Using this geometric framework, we identify a…

偏微分方程分析 · 数学 2026-01-21 Qifan Mao , Xinyu Wang , Xiaoping Xue

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…

最优化与控制 · 数学 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

最优化与控制 · 数学 2022-04-27 Kunal Garg , Dimitra Panagou

The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…

机器学习 · 计算机科学 2024-04-16 Wei Zhang , Zihao Wang , Jie Fan , Hao Wu , Yong Zhang

We study a nonsmooth nonconvex optimization problem defined over nonconvex constraints, where the feasible set is given by the intersection of the closure of an open set and a smooth manifold. By endowing the open set with a Riemannian…

最优化与控制 · 数学 2025-07-28 Kuangyu Ding , Kim-Chuan Toh

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

机器学习 · 统计学 2014-06-18 Marco Cuturi , Arnaud Doucet

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

数值分析 · 数学 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable solutions by hedging against data perturbations in Wasserstein distance. Despite its recent empirical success in operations research and machine…

机器学习 · 计算机科学 2022-05-03 Rui Gao

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

最优化与控制 · 数学 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

数值分析 · 数学 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with…

偏微分方程分析 · 数学 2012-06-06 Benedetto Piccoli , Francesco Rossi

We introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein information geometry. It defines a parametrization invariant…

机器学习 · 计算机科学 2021-02-16 Alex Tong Lin , Wuchen Li , Stanley Osher , Guido Montufar

A new Lagrangian particle method for solving Euler equations for compressible inviscid fluid or gas flows is proposed. Similar to smoothed particle hydrodynamics (SPH), the method represents fluid cells with Lagrangian particles and is…

数值分析 · 数学 2016-03-21 Hsin-Chiang Chen , Roman Samulyak , Wei Li