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We prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges to an absolutely continuous curve on the $2$-Wasserstein…

概率论 · 数学 2026-04-21 Nabarun Deb , Young-Heon Kim , Soumik Pal , Geoffrey Schiebinger

Diffusion models and flow-based methods have shown impressive generative capability, especially for images, but their sampling is expensive because it requires many iterative updates. We introduce W-Flow, a framework for training a…

机器学习 · 计算机科学 2026-05-28 Jiaqi Han , Puheng Li , Qiushan Guo , Renyuan Xu , Stefano Ermon , Emmanuel J. Candès

The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…

最优化与控制 · 数学 2024-05-13 Giacomo Cozzi , Filippo Santambogio

Wasserstein Gradient Flows (WGF) with respect to specific functionals have been widely used in the machine learning literature. Recently, neural networks have been adopted to approximate certain intractable parts of the underlying…

机器学习 · 计算机科学 2024-01-26 Huminhao Zhu , Fangyikang Wang , Chao Zhang , Hanbin Zhao , Hui Qian

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

偏微分方程分析 · 数学 2014-06-06 Katy Craig

Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…

机器学习 · 统计学 2026-03-13 Lea Kunkel

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

最优化与控制 · 数学 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

机器学习 · 计算机科学 2025-09-23 Stefano Bruno , Sotirios Sabanis

In this work, we study the Wasserstein gradient flow of the Riesz energy defined on the space of probability measures. The Riesz kernels define a quadratic functional on the space of measure which is not in general geodesically convex in…

偏微分方程分析 · 数学 2024-01-30 Siwan Boufadène , François-Xavier Vialard

We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

偏微分方程分析 · 数学 2026-03-05 Joao Miguel Machado

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

We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…

统计计算 · 统计学 2016-07-04 Thomas Bonis

We introduce a new version of the KL-divergence for Gaussian distributions which is based on Wasserstein geometry and referred to as WKL-divergence. We show that this version is consistent with the geometry of the sample space ${\Bbb R}^n$.…

统计理论 · 数学 2026-05-29 Adwait Datar , Nihat Ay

We study the Wasserstein distance $W_2$ for Gaussian samples. We establish the exact rate of convergence $\sqrt{\log\log n/n}$ of the expected value of the $W_2$ distance between the empirical and true $c.d.f.$'s for the normal…

概率论 · 数学 2020-01-28 Philippe Berthet , Jean-Claude Fort

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

统计方法学 · 统计学 2024-02-09 Ryo Okano , Masaaki Imaizumi

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

机器学习 · 统计学 2021-02-16 Minh Ha Quang

In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…

偏微分方程分析 · 数学 2015-06-05 Benedetto Piccoli , Francesco Rossi

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…

偏微分方程分析 · 数学 2025-04-30 Matthias Liero , Alexander Mielke , Oliver Tse , Jia-Jie Zhu

Generative modeling typically concerns transporting a single source distribution to a target distribution via simple probability flows. However, in fields like computer graphics and single-cell genomics, samples themselves can be viewed as…

机器学习 · 计算机科学 2025-05-20 Doron Haviv , Aram-Alexandre Pooladian , Dana Pe'er , Brandon Amos

Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…

统计方法学 · 统计学 2021-09-16 Yaqing Chen , Hans-Georg Müller
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