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Inclusive KL Gradient Flows: Otto-Wasserstein, Fisher-Rao-Gaussian, and Local-Estimator Dynamics

arXiv 2411.00214 ↗First posted 31 Oct 2024stat.ML cs.LG math.OCcited by 4

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Abstract (arXiv)

Otto's Wasserstein gradient flow of the inclusive (forward) Kullback--Leibler (KL) divergence offers a principled framework for analyzing statistical inference algorithms, yet algorithms targeting the exclusive (reverse) KL divergence are rarely studied with such tools. We establish a unified gradient-flow and PDF framework for inclusive KL inference. We show that maximum mean discrepancy minimization can be viewed as inclusive KL inference with an approximate gradient estimator, and we develop the Fisher--Rao and Wasserstein--Fisher--Rao gradient flows that directly target the inclusive KL divergence. Restricting these flows to the manifold of Gaussian distributions yields explicit gradient-flow ODEs, providing a foundation for Gaussian variational inference. Building on this viewpoint, we further introduce a local-estimator Wasserstein gradient flow whose velocity is obtained by local nonparametric regression, free of density-ratio evaluation or kernel gradients, improving the algorithmic performance over the MMD-based particle method.

Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 57 of its 102 references that are in the map. First posted on arXiv 31 Oct 2024.

Builds on

57 of 102 references.

References · 57

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38 more
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Citing papers per year: 2025: 3; 2026: 1.

4 papers.