An Explicit Surrogate for Gaussian Mixture Flow Matching with Wasserstein Gap Bounds
Organizations: Université Paris-Saclay, Inria, CIAMS, Gif-sur-Yvette, 91190, France · Department of Electrical Engineering and Computer Science, University of Quebec in Trois-Rivieres (UQTR), Quebec, Canada
Abstract
We study training-free flow matching between two Gaussian mixture models (GMMs) using explicit velocity fields that transport one mixture into the other over time. Our baseline approach constructs component-wise Gaussian paths with affine velocity fields satisfying the continuity equation, which yields to a closed-form surrogate for the pairwise kinetic transport cost. In contrast to the exact Gaussian Wasserstein cost, which relies on matrix square-root computations, the surrogate admits a simple analytic expression derived from the kinetic energy of the induced flow. We then analyze how closely this surrogate approximates the exact cost. We prove second-order agreement in a local commuting regime and derive an explicit cubic error bound in the local commuting regime. To handle nonlocal regimes, we introduce a path-splitting strategy that localizes the covariance evolution and enables piecewise application of the bound. We finally compare the surrogate with an exact construction based on the Gaussian Wasserstein geodesic and summarize the results in a practical regime map showing when the surrogate is accurate and the exact method is preferable.
Figures & tables
| Symbol | Meaning |
|---|---|
| -dimensional Euclidean space | |
| set of symmetric positive definite matrices | |
| source and target endpoint distributions | |
| time-dependent density | |
| velocity field at time and position | |
| Gaussian distribution, mean and covariance |
| Name | dim | comm | gap | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1D (always comm) | 1 | 3.00 | 1.00 | 3.00 | 0.00 | 5.00 | 5.04 | 0.04 | 1.25 | 1.21 |
| 2D isotropic | 2 | 1.00 | 1.00 | 1.00 | 0.00 | 2.81 | 2.81 | 0.00 | 0.03 | 0.03 |
| 2D comm (diag) | 2 | 1.00 | 9.00 | 5.00 | 0.00 | 3.17 | 3.19 | 0.02 | 0.23 | 0.24 |
| 2D non-comm | 2 | 1.68 | 9.00 | 5.76 | 0.19 | 3.88 | 4.11 | 0.23 | 0.08 | 0.31 |
| Non-comm + mean shift | 2 | 1.68 | 9.00 | 5.76 | 0.19 | 370.88 | 371.11 | 0.23 | 0.08 | 0.31 |
| Near-SPD boundary | 2 | 93.05 | 1000.00 | 333.31 | 0.91 | 98.52 | 2363.09 | 2264.57 | 21791.60 | 19527.03 |
| Scenario | comm | mean gap | |||
|---|---|---|---|---|---|
| 1 | 0.57 | 4.00 | 3.05 | 0.00 | 0.20 |
| 2 | 0.47 | 10.00 | 4.05 | 0.19 | 0.02 |
| 3 | 3.12 | 43.64 | 10.57 | 0.34 | 0.85 |
Flow Matching
Flow matching learns continuous-time vector fields that transport simple noise distributions into data for efficient generative modeling.
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