<p>We study an approximate controllability problem for the continuity equation and its application to constructing transport maps with normalizing flows. Specifically, we construct time-dependent controls <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="88" /> </InlineMediaObject> <EquationSource Format="TEX">\(\theta =(w, a, b)\)</EquationSource> </InlineEquation> in the vector field <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq2.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="127" /> </InlineMediaObject> <EquationSource Format="TEX">\(x\mapsto w(a^\top x + b)_+\)</EquationSource> </InlineEquation> to approximately transport a known base density <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq3.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\rho _{\textrm{B}}\)</EquationSource> </InlineEquation> to a target density <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq4.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="19" /> </InlineMediaObject> <EquationSource Format="TEX">\(\rho _*\)</EquationSource> </InlineEquation>. The approximation error is measured in relative entropy, and <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq5.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\theta \)</EquationSource> </InlineEquation> are constructed piecewise constant, with bounds on the number of switches being provided. Our main result relies on an assumption on the relative tail decay of <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq4.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="19" /> </InlineMediaObject> <EquationSource Format="TEX">\(\rho _*\)</EquationSource> </InlineEquation> and <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="245_2025_10299_Article_IEq3.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\rho _{\textrm{B}}\)</EquationSource> </InlineEquation>, and provides hints on characterizing the reachable space of the continuity equation in relative entropy.</p>

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Constructive approximate transport maps with normalizing flows

  • Antonio Álvarez-López,
  • Borjan Geshkovski,
  • Domènec Ruiz-Balet

摘要

We study an approximate controllability problem for the continuity equation and its application to constructing transport maps with normalizing flows. Specifically, we construct time-dependent controls \(\theta =(w, a, b)\) in the vector field \(x\mapsto w(a^\top x + b)_+\) to approximately transport a known base density \(\rho _{\textrm{B}}\) to a target density \(\rho _*\) . The approximation error is measured in relative entropy, and \(\theta \) are constructed piecewise constant, with bounds on the number of switches being provided. Our main result relies on an assumption on the relative tail decay of \(\rho _*\) and \(\rho _{\textrm{B}}\) , and provides hints on characterizing the reachable space of the continuity equation in relative entropy.