Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler

A Garbuno-Inigo, F Hoffmann, W Li, AM Stuart - SIAM Journal on Applied …, 2020 - SIAM
Solving inverse problems without the use of derivatives or adjoints of the forward model is
highly desirable in many applications arising in science and engineering. In this paper we …

Achieving high accuracy with PINNs via energy natural gradient descent

J Müller, M Zeinhofer - International Conference on Machine …, 2023 - proceedings.mlr.press
We propose energy natural gradient descent, a natural gradient method with respect to a
Hessian-induced Riemannian metric as an optimization algorithm for physics-informed …

Variational Wasserstein gradient flow

J Fan, Q Zhang, A Taghvaei, Y Chen - arXiv preprint arXiv:2112.02424, 2021 - arxiv.org
Wasserstein gradient flow has emerged as a promising approach to solve optimization
problems over the space of probability distributions. A recent trend is to use the well-known …

Optimizing functionals on the space of probabilities with input convex neural networks

D Alvarez-Melis, Y Schiff, Y Mroueh - arXiv preprint arXiv:2106.00774, 2021 - arxiv.org
Gradient flows are a powerful tool for optimizing functionals in general metric spaces,
including the space of probabilities endowed with the Wasserstein metric. A typical …

Alternating the population and control neural networks to solve high-dimensional stochastic mean-field games

AT Lin, SW Fung, W Li… - Proceedings of the …, 2021 - National Acad Sciences
We present APAC-Net, an alternating population and agent control neural network for
solving stochastic mean-field games (MFGs). Our algorithm is geared toward high …

Efficient natural gradient descent methods for large-scale PDE-based optimization problems

L Nurbekyan, W Lei, Y Yang - SIAM Journal on Scientific Computing, 2023 - SIAM
We propose efficient numerical schemes for implementing the natural gradient descent
(NGD) for a broad range of metric spaces with applications to PDE-based optimization …

High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems

G Fu, S Osher, W Li - Journal of Computational Physics, 2023 - Elsevier
We design and compute first-order implicit-in-time variational schemes with high-order
spatial discretization for initial value gradient flows in generalized optimal transport metric …

Neural Wasserstein gradient flows for maximum mean discrepancies with Riesz kernels

F Altekrüger, J Hertrich, G Steidl - arXiv preprint arXiv:2301.11624, 2023 - arxiv.org
Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-
smooth Riesz kernels show a rich structure as singular measures can become absolutely …

Efficient gradient flows in sliced-Wasserstein space

C Bonet, N Courty, F Septier, L Drumetz - arXiv preprint arXiv:2110.10972, 2021 - arxiv.org
Minimizing functionals in the space of probability distributions can be done with Wasserstein
gradient flows. To solve them numerically, a possible approach is to rely on the Jordan …

Accelerated information gradient flow

Y Wang, W Li - Journal of Scientific Computing, 2022 - Springer
We present a framework for Nesterov's accelerated gradient flows in probability space to
design efficient mean-field Markov chain Monte Carlo algorithms for Bayesian inverse …