Nabarun Deb | Generative Modeling via Parabolic Monge-Ampère PDEs

Workshop on Mathematical foundations of AI
10/8/2025

Speaker: Nabarun Deb, U Chicago

Title: Generative Modeling via Parabolic Monge-Ampère PDEs

Abstract: We introduce a novel generative modeling framework based on a discretized parabolic Monge-Ampère PDE, which emerges as a continuous limit of the Sinkhorn algorithm commonly used in optimal transport. Our method performs iterative refinement in the space of Brenier maps using a mirror gradient descent step. We establish theoretical guarantees for generative modeling through the lens of no-regret analysis, demonstrating that the iterates converge to the optimal Brenier map under a variety of step-size schedules. As a technical contribution, we derive a new Evolution Variational Inequality tailored to the parabolic Monge-Ampère PDE, connecting geometry, transportation cost, and regret. Our framework accommodates non-log-concave target distributions, constructs an optimal sampling process via the Brenier map, and integrates favorable learning techniques from generative adversarial networks and score-based diffusion models.