Path-independent Flow Matching for Multi-parameter Generative Dynamics

Flow Matching is a powerful framework for learning transport maps between probability distributions. Yet its standard single-parameter formulation is not designed to capture multi-parameter variations where the resulting transport should be path-independent. Path independence is crucial because it ensures that transformations depend only on the initial and target distributions, not on the specific path. In this work, we introduce Path-independent Flow Matching (PiFM), a method for learning vector fields whose induced flows yield path-independent transport between distributions. We show that PiFM generalizes Flow Matching to higher-dimensional parameter domains while enforcing structural conditions that ensure consistency of composed transformations. In addition, we show that, under suitable assumptions, PiFM approximates the Wasserstein barycenter, linking the framework to a notion of distributional interpolation. To enable practical training, we propose a tractable, simulation-free objective that regresses onto multi-parameter conditional probability paths. We showcase empirically that PiFM outperforms other approaches on both synthetic and real world data in interpolating path-independent trajectories and generating desired out of distribution samples.

Nonparametric Sparse Online Learning of the Koopman Operator

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. Data-driven techniques to learn the Koopman operator typically assume that the chosen function space is closed under system dynamics. In this paper, we study the Koopman operator via its action on the reproducing kernel Hilbert space (RKHS), and explore the mis-specified scenario where the dynamics may escape the chosen function space. We relate the Koopman operator to the conditional mean embeddings (CME) operator and then present an operator stochastic approximation algorithm to learn the Koopman operator iteratively with control over the complexity of the representation. We provide both asymptotic and finite-time last-iterate guarantees of the online sparse learning algorithm with trajectory-based sampling with an analysis that is substantially more involved than that for finite-dimensional stochastic approximation. Numerical examples confirm the effectiveness of the proposed algorithm.

Compressed Online Learning of Conditional Mean Embedding

The conditional mean embedding (CME) encodes Markovian stochastic kernels through their actions on probability distributions embedded within the reproducing kernel Hilbert spaces (RKHS). The CME plays a key role in several well-known machine learning tasks such as reinforcement learning, analysis of dynamical systems, etc. We present an algorithm to learn the CME incrementally from data via an operator-valued stochastic gradient descent. As is well-known, function learning in RKHS suffers from scalability challenges from large data. We utilize a compression mechanism to counter the scalability challenge. The core contribution of this paper is a finite-sample performance guarantee on the last iterate of the online compressed operator learning algorithm with fast-mixing Markovian samples, when the target CME may not be contained in the hypothesis space. We illustrate the efficacy of our algorithm by applying it to the analysis of an example dynamical system.