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Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

统计理论 · 数学 2023-01-05 Yuling Yan , Kaizheng Wang , Philippe Rigollet

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient…

最优化与控制 · 数学 2024-08-13 Johannes Hertrich , Robert Beinert , Manuel Gräf , Gabriele Steidl

This paper presents a new gradient flow dissipation geometry over non-negative and probability measures. This is motivated by a principled construction that combines the unbalanced optimal transport and interaction forces modeled by…

机器学习 · 计算机科学 2024-11-01 Egor Gladin , Pavel Dvurechensky , Alexander Mielke , Jia-Jie Zhu

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

机器学习 · 计算机科学 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

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

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…

机器学习 · 计算机科学 2024-02-02 Kaiwen Hou

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 analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…

偏微分方程分析 · 数学 2025-11-19 Mathis Hardion , Hugo Lavenant

We study kernel methods in machine learning from the perspective of feature subspace. We establish a one-to-one correspondence between feature subspaces and kernels and propose an information-theoretic measure for kernels. In particular, we…

机器学习 · 计算机科学 2023-05-12 Xiangxiang Xu , Lizhong Zheng

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

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

机器学习 · 统计学 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…

机器学习 · 统计学 2019-12-04 Michael Arbel , Anna Korba , Adil Salim , Arthur Gretton

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…

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

In the context of kernel methods, the similarity between data points is encoded by the kernel function which is often defined thanks to the Euclidean distance, a common example being the squared exponential kernel. Recently, other distances…

机器学习 · 计算机科学 2020-02-06 Henri De Plaen , Michaël Fanuel , Johan A. K. Suykens

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

Commonly used $f$-divergences of measures, e.g., the Kullback-Leibler divergence, are subject to limitations regarding the support of the involved measures. A remedy is regularizing the $f$-divergence by a squared maximum mean discrepancy…

机器学习 · 统计学 2025-04-14 Viktor Stein , Sebastian Neumayer , Nicolaj Rux , Gabriele Steidl

We consider the maximum mean discrepancy ($\mathrm{MMD}$) GAN problem and propose a parametric kernelized gradient flow that mimics the min-max game in gradient regularized $\mathrm{MMD}$ GAN. We show that this flow provides a descent…

机器学习 · 计算机科学 2020-11-05 Youssef Mroueh , Truyen Nguyen

Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…

机器学习 · 统计学 2023-11-01 Mingxuan Yi , Song Liu