arXiv Statistics ML

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow

The paper investigates stochastic inverse problems where the goal is to recover a probability distribution of an unknown parameter that explains observed data. It examines direct inversion, a variational formulation with regularization, and optimization via Wasserstein gradient flows, highlighting parallels and differences with deterministic inverse problems. A key finding is that the choice of metric—both in the loss function and during optimization—strongly influences stability and the optimizer’s properties.

arXiv Machine Learning
Jun 30

Learning from samples: inverse problems over measures

arXiv:2505. 07124v3 Announce Type: replace Abstract: We study inverse problems where an unknown potential is observed only through samples from the measure it induces by a convex variational principle.

By Francisco Andrade, Gabriel Peyr\'e, Clarice Poon
arXiv Machine Learning
Aug 3

P-Flow: Proxy-gradient Flows for Linear Inverse Problems

arXiv:2605. 08328v3 Announce Type: replace Abstract: Generative models based on flow matching have emerged as a powerful paradigm for inverse problems, offering straighter trajectories and faster sampling compared to diffusion models.

By Zehua Jiang, Fenghao Zhu, Xinquan Wang, Chongwen Huang, Zhaoyang Zhang
arXiv Machine Learning
Sep 15

Stochastic Gradient Descent over P2

The paper develops a diffusion approximation for stochastic gradient descent (SGD) when the optimization target is a functional on the Wasserstein space ℝ2. By lifting the problem to a Hilbert space via Lions differentiability, the authors construct a Gaussian random-field approximation whose velocity field matches the mean and covariance of the original stochastic gradient. They prove that this Gaussian approximation achieves second‑order weak accuracy, providing a rigorous basis for replacing sample‑driven randomness with analytically tractable Gaussian fluctuations in stochastic optimization over probability measures.

By Maria Oprea, Qin Li, Yunan Yang
arXiv Computer Vision
Sep 2

Diffusion Based Unpaired Data Learning for Inverse Problems

The paper introduces LUD-DIF, a diffusion-based method that solves inverse problems using unpaired data. By deriving the evidence lower bound of the joint distribution and decoupling it into two independent diffusion processes under a weak‑coupling assumption, the authors provide a variational inference framework, a loss function, and an error‑bound analysis. Experiments show that LUD‑DIF performs well across multiple image inverse problems, demonstrating its effectiveness and generalization in unpaired settings.

By Chenglong Bao, Yiming Dang, Chenguang Duan, Yuling Jiao, Defeng Sun
arXiv Machine Learning
Sep 4

Learning Informative Prior with Infinite-Dimensional Continuous Normalizing Flow for Bayesian Inverse Problem

The paper introduces a continuous normalizing flow model for infinite-dimensional Bayesian inference in inverse problems governed by partial differential equations. By defining a neural ordinary differential equation in an infinite-dimensional Hilbert space, a simple reference measure is transformed into a complex prior that captures prior information. The authors establish a theoretical framework for well-posedness, present training methods for two data settings, and provide sampling algorithms, applying the approach to smooth, scattering, and heat conduction inverse problems with supporting numerical experiments.

By Yang Zhao, Junxiong Jia, Tao Zhou
arXiv Machine Learning
Sep 17

Wasserstein Formulation of Reinforcement Learning. An Optimal Transport Perspective on Policy Optimization

The paper introduces a geometric framework for reinforcement learning that treats policies as mappings into the Wasserstein space of action probabilities. It establishes a Riemannian structure induced by stationary distributions, defines the tangent space of policies, and characterizes geodesics while addressing measurability concerns. The authors formulate a general RL optimization problem, construct a gradient flow via Otto's calculus, compute the gradient and Hessian of the energy, and demonstrate the approach with numerical examples for low‑dimensional problems and neural‑network‑parameterized policies for high‑dimensional settings.

By Mathias Dus (IRMA)