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Posterior Sampling Based on Gradient Flows of the MMD with Negative Distance Kernel

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arxiv 2310.03054 v3 pith:P7VA6F72 submitted 2023-10-04 stat.ML cs.LGmath.OCmath.PR

classification stat.MLcs.LGmath.OCmath.PR
keywords conditionaldistanceflowsgradientposteriorflowkernellike
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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 properties like efficient computation via slicing and sorting. We approximate the joint distribution of the ground truth and the observations using discrete Wasserstein gradient flows and establish an error bound for the posterior distributions. Further, we prove that our particle flow is indeed a Wasserstein gradient flow of an appropriate functional. The power of our method is demonstrated by numerical examples including conditional image generation and inverse problems like superresolution, inpainting and computed tomography in low-dose and limited-angle settings.

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  1. Contextual Scenario Generation for Two-Stage Stochastic Programming

    math.OC 2025-02 conditional novelty 5.0 of 10

    Contextual Scenario Generation (CSG) trains a neural mapping from context x to K surrogate scenarios via a distributional MMD loss and a task-based surrogate loss with MMD regularization, enabling fast high-quality 2S...

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