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Wasserstein proximal operators describe score-based generative models and resolve memorization
Via a Cole-Hopf transformation and taking advantage of the fact that the cross-entropy can be related to a linear functional of the density, we show that the HJB equation is an uncontrolled FP equation.
A mean-field games laboratory for generative modeling
The mathematical structure described by the MFG optimality conditions identifies the inductive biases of generative flows.
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
We show that in continuous time, when a transport map is applied to Langevin dynamics, the result is a Riemannian manifold Langevin dynamics (RMLD) with metric defined by the transport map.
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
We introduce a novel geometry-informed irreversible perturbation that accelerates convergence of the Langevin algorithm for Bayesian computation.
