4 papers
Generative Modeling through Koopman Spectral Analysis: An Operator-Theoretic Perspective
Yuanchao Xu, Fengyi Li, Masahiro Fujisawa +3
We propose Koopman Spectral Wasserstein Gradient Descent (KSWGD), a particle-based generative modeling framework that learns the Langevin generator via Koopman theory and integrate…
Expected information gain estimation via density approximations: Sample allocation and dimension reduction
Fengyi Li, Ricardo Baptista, Youssef Marzouk
Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of inter…
Sharp detection of low-dimensional structure in probability measures via dimensional logarithmic Sobolev inequalities
Matthew T. C. Li, Tiangang Cui, Fengyi Li +2
Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and…
Stable generative modeling using Schrödinger bridges
Georg A. Gottwald, Fengyi Li, Youssef Marzouk +1
We consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. Such settings have recently drawn con…