Evolution of Gaussians in the Hellinger-Kantorovich-Boltzmann gradient flow

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of Gaussian measures. This invariance serves as the foundation for constructing a reduced gradient structure on the parameter space characterizing Gaussian densities. We derive explicit ordinary differential equations that govern the evolution of mean, covariance, and mass under the HK-Boltzmann gradient flow. The reduced structure retains the additive form of the HK metric, facilitating a comprehensive analysis of the dynamics involved. We explore the geodesic convexity of the reduced system, revealing that global convexity is confined to the pure transport scenario, while a variant of sublevel semi-convexity is observed in the general case. Furthermore, we demonstrate exponential convergence to equilibrium through Polyak-Lojasiewicz-type inequalities, applicable both globally and on sublevel sets. By monitoring the evolution of covariance eigenvalues, we refine the decay rates associated with convergence. Additionally, we extend our analysis to non-Gaussian targets exhibiting strong log-lambda-concavity, corroborating our theoretical results with numerical experiments that encompass a Gaussian-target gradient flow and a Bayesian logistic regression application.

Hellinger-Kantorovich Gradient Flows: Global Exponential Decay of Entropy Functionals

We investigate a family of gradient flows of positive and probability measures, focusing on the Hellinger-Kantorovich (HK) geometry, which unifies transport mechanism of Otto-Wasserstein, and the birth-death mechanism of Hellinger (or Fisher-Rao). A central contribution is a complete characterization of global exponential decay behaviors of entropy functionals (e.g. KL, $\chi^2$) under Otto-Wasserstein and Hellinger-type gradient flows. In particular, for the more challenging analysis of HK gradient flows on positive measures -- where the typical log-Sobolev arguments fail -- we develop a specialized shape-mass decomposition that enables new analysis results. Our approach also leverages the (Polyak-)\L{}ojasiewicz-type functional inequalities and a careful extension of classical dissipation estimates. These findings provide a unified and complete theoretical framework for gradient flows and underpin applications in computational algorithms for statistical inference, optimization, and machine learning.

Kernel Approximation of Fisher-Rao Gradient Flows

The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning, particularly in generative modeling and sampling, we present a rigorous investigation of Fisher-Rao and Wasserstein type gradient flows concerning their gradient structures, flow equations, and their kernel approximations. Specifically, we focus on the Fisher-Rao (also known as Hellinger) geometry and its various kernel-based approximations, developing a principled theoretical framework using tools from PDE gradient flows and optimal transport theory. We also provide a complete characterization of gradient flows in the maximum-mean discrepancy (MMD) space, with connections to existing learning and inference algorithms. Our analysis reveals precise theoretical insights linking Fisher-Rao flows, Stein flows, kernel discrepancies, and nonparametric regression. We then rigorously prove evolutionary $\Gamma$-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees beyond pointwise convergence. Finally, we analyze energy dissipation using the Helmholtz-Rayleigh principle, establishing important connections between classical theory in mechanics and modern machine learning practice. Our results provide a unified theoretical foundation for understanding and analyzing approximations of gradient flows in machine learning applications through a rigorous gradient flow and variational method perspective.

Interaction-Force Transport Gradient Flows

This paper presents a new type of gradient flow geometries over non-negative and probability measures motivated via a principled construction that combines the optimal transport and interaction forces modeled by reproducing kernels. Concretely, we propose the interaction-force transport (IFT) gradient flows and its spherical variant via an infimal convolution of the Wasserstein and spherical MMD Riemannian metric tensors. We then develop a particle-based optimization algorithm based on the JKO-splitting scheme of the mass-preserving spherical IFT gradient flows. Finally, we provide both theoretical global exponential convergence guarantees and empirical simulation results for applying the IFT gradient flows to the sampling task of MMD-minimization studied by Arbel et al. [2019]. Furthermore, we prove that the spherical IFT gradient flow enjoys the best of both worlds by providing the global exponential convergence guarantee for both the MMD and KL energy.