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Dynamic Conditional Optimal Transport through Simulation-Free Flows

About

We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. Equipped with these tools, we propose a simulation-free flow-based method for conditional generative modeling. Our method couples an arbitrary source distribution to a specified target distribution through a triangular COT plan, and a conditional generative model is obtained by approximating the geodesic path of measures induced by this COT plan. Our theory and methods are applicable in infinite-dimensional settings, making them well suited for a wide class of Bayesian inverse problems. Empirically, we demonstrate that our method is competitive on several challenging conditional generation tasks, including an infinite-dimensional inverse problem.

Gavin Kerrigan, Giosue Migliorini, Padhraic Smyth• 2024

Related benchmarks

TaskDatasetResultRank
Simulation-Based InferenceSBIBM Gaussian Linear
C2ST0.89
19
Posterior SamplingGaussian Mixture SBI benchmark
C2ST96
7
Posterior SamplingBernoulli GLM SBI
C2ST99
7
Posterior SamplingSLCP SBI benchmark
C2ST97
7
Conditional Generative Modelingcheckerboard
W2 Score4.69
6
Conditional Generative ModelingSwissroll 2D
W24.64
6
Posterior SamplingTwo Moons SBI benchmark
C2ST99
6
Conditional Generative Modelingcircles
W25.56
6
Conditional Generative Modelingmoons
W26.5
6
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