24 research outputs found
Geometrical Insights for Implicit Generative Modeling
Learning algorithms for implicit generative models can optimize a variety of
criteria that measure how the data distribution differs from the implicit model
distribution, including the Wasserstein distance, the Energy distance, and the
Maximum Mean Discrepancy criterion. A careful look at the geometries induced by
these distances on the space of probability measures reveals interesting
differences. In particular, we can establish surprising approximate global
convergence guarantees for the -Wasserstein distance,even when the
parametric generator has a nonconvex parametrization.Comment: this version fixes a typo in a definitio
A panorama of positivity. I: dimension free
This survey contains a selection of topics unified by the concept of positive semidefiniteness (of matrices or kernels), reflecting natural constraints imposed on discrete data (graphs or networks) or continuous objects (probability or mass distributions). We put emphasis on entrywise operations which preserve positivity, in a variety of guises. Techniques from harmonic analysis, function theory, operator theory, statistics, combinatorics, and group representations are invoked. Some partially forgotten classical roots in metric geometry and distance transforms are presented with comments and full bibliographical references. Modern applications to high-dimensional covariance estimation and regularization are included