Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits
Abstract
Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle level the corresponding Stein energy has infinite self-interaction. We study periodic Riesz SVGD with self-interaction removed and prove a many-particle, long-time sampling theorem. Throughout the range in which the singular Stein energy is locally integrable, under a uniform bound on the initial relative entropy per particle, the time-averaged empirical-measure law converges weakly to the point mass at the target as the particle number and any diverging averaging horizon tend to infinity. We also show that the empirical-measure laws induced by invariant particle laws of finite relative entropy converge weakly to , without a uniform entropy bound. Below the logarithmic singularity threshold, we obtain an explicit algebraic finite-particle error bound. These results extend the joint-entropy approach for smooth-kernel SVGD to singular interactions.
Cite
@article{arxiv.2607.14527,
title = {Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits},
author = {Trevor Teolis and Maarten V. de Hoop},
journal= {arXiv preprint arXiv:2607.14527},
year = {2026}
}
Comments
31 pages. No figures. Many-particle and long-time convergence for Stein variational gradient descent with singular periodic Riesz kernels