arXiv Statistics ML

Generative Neural Networks for Sinkhorn Distributionally Robust Hypothesis Testing

arXiv AI
Sep 10

Deep Barycentric Regression for Optimal Transport Map Estimation and its Statistical Optimality

The paper introduces BROT, a two‑step approach for estimating optimal transport maps. First, it computes the unregularized OT plan, then fits a deep neural network to the resulting barycentric targets using least‑squares regression. The authors prove that, under standard regularity conditions, BROT achieves the minimax convergence rate when the true OT map is Lipschitz, and demonstrate its effectiveness on synthetic data, images, and downstream tasks such as single‑cell perturbation prediction and unsupervised domain adaptation.

By Kunwoong Kim, Insung Kong, Yongdai Kim
arXiv Machine Learning
Aug 13

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet
Hugging Face Trending Papers
Aug 12

A Local Sinkhorn Framework for Conditional Distribution Reconstruction of Multidimensional Random Fields

In this paper, we propose a local Sinkhorn divergence framework for conditional distribution reconstruction of multidimensional random fields. By utilizing the debiased Sinkhorn divergence, our proposed approach develops a differentiable and computationally efficient local distribution matching objective to train stochastic neural networks (SNNs).

arXiv AI
Jul 29

Generative Distributionally Robust Optimization

arXiv:2607. 24983v1 Announce Type: cross Abstract: Generative models are increasingly adopted in distributionally robust optimization (DRO), but existing approaches trade off model compatibility and adversarial structure: methods that accept arbitrary samplers do not restrict worst-case laws to a generator family, while generator-parameterized adversaries rely on model-specific access such as likelihoods, scores, or training data.

By Ziwei Zhang, Jonathan Yu-Meng Li, Zhihao Jin
Hugging Face Trending Papers
Aug 13

Wasserstein Filtering: A Sample Selection Method for Robust Distribution Learning

Given a dataset where a portion of the samples are contaminated, our goal is to recover the underlying clean population distribution. To this end, we propose Wasserstein Filtering (WF), a novel sample selection framework that discards a fraction of suspicious samples and estimates the target distribution using the empirical measure of the remaining data.

arXiv Machine Learning
Jun 18

Generative models for decision-making under distributional shift

arXiv:2604. 04342v2 Announce Type: replace Abstract: Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced.

By Xiuyuan Cheng, Yunqin Zhu, Yao Xie