arXiv Machine Learning

Robust inference using density-powered Stein operators

arXiv:2511. 03963v3 Announce Type: replace-cross Abstract: We introduce a density-power weighted variant of the Stein operator, called the $\gamma$-Stein operator, for robust inference with unnormalized probability models.

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
arXiv Machine Learning
Jun 30

Robustness and Structure Preservation in Flow-Based Generative Models via Wasserstein Path-Space Divergences

arXiv:2410. 01244v2 Announce Type: replace-cross Abstract: We introduce a novel Wasserstein-1 ($W_1$) path-space divergence for stochastic and deterministic dynamics and establish a Wasserstein Uncertainty Propagation (WUP) theorem that bounds the $W_1$ distance between terminal distributions by the proposed divergence, equivalently characterized by a weighted $L^2$ discrepancy between the underlying drifts and the $W_1$ distance between their initial measures.

By Ziyu Chen, Markos A. Katsoulakis, Benjamin J. Zhang