相关论文: A generalized Wasserstein-2 distance approach for …
In this paper, we analyze the scalability of a recent Wasserstein-distance approach for training stochastic neural networks (SNNs) to reconstruct multidimensional random field models. We prove a generalization error bound for reconstructing…
In this work, we propose and analyze a new local time-decoupled squared Wasserstein-2 method for reconstructing the distribution of unknown parameters in dynamical systems. Specifically, we show that a stochastic neural network model, which…
In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters. A key advantage of our approach is that it does not require prior…
We provide an analysis of the squared Wasserstein-2 ($W_2$) distance between two probability distributions associated with two stochastic differential equations (SDEs). Based on this analysis, we propose the use of a squared $W_2$…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
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…
This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…
Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…
We analyze the Wasserstein distance ($W$-distance) between two probability distributions associated with two multidimensional jump-diffusion processes. Specifically, we analyze a temporally decoupled squared $W_2$-distance, which provides…
We present a method for estimating parameters in stochastic models of biochemical reaction networks by fitting steady-state distributions using Wasserstein distances. We simulate a reaction network at different parameter settings and train…
We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to…
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…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
Optimization over the space of probability measures endowed with the Wasserstein-2 geometry is central to modern machine learning and mean-field modeling. However, traditional methods relying on full Wasserstein gradients often suffer from…
1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…
In this work, we investigate stochastic quasi-Newton methods for minimizing a finite sum of cost functions over a decentralized network. In Part I, we develop a general algorithmic framework that incorporates stochastic quasi-Newton…
``The right to be forgotten'' ensured by laws for user data privacy becomes increasingly important. Machine unlearning aims to efficiently remove the effect of certain data points on the trained model parameters so that it can be…
Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…
We study the machine learning task for models with operators mapping between the Wasserstein space of probability measures and a space of functions, like e.g. in mean-field games/control problems. Two classes of neural networks, based on…
Object density reconstruction from projections containing scattered radiation and noise is of critical importance in many applications. Existing scatter correction and density reconstruction methods may not provide the high accuracy needed…