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Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation ability and particle efficiency compared to traditional…

Machine Learning · Statistics 2018-06-11 Jingwei Zhuo , Chang Liu , Jiaxin Shi , Jun Zhu , Ning Chen , Bo Zhang

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of…

Machine Learning · Statistics 2018-10-30 Qiang Liu , Dilin Wang

Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the…

Machine Learning · Statistics 2019-11-06 Dilin Wang , Ziyang Tang , Chandrajit Bajaj , Qiang Liu

Gradient-based approximate inference methods, such as Stein variational gradient descent (SVGD), provide simple and general-purpose inference engines for differentiable continuous distributions. However, existing forms of SVGD cannot be…

Machine Learning · Computer Science 2020-03-03 Jun Han , Fan Ding , Xianglong Liu , Lorenzo Torresani , Jian Peng , Qiang Liu

We propose a novel particle-based variational inference method designed to work with multimodal distributions. Our approach, referred to as Branched Stein Variational Gradient Descent (BSVGD), extends the classical Stein Variational…

Machine Learning · Computer Science 2025-07-18 Isaías Bañales , Arturo Jaramillo , Joshué Helí Ricalde-Guerrero

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

Machine Learning · Computer Science 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

Machine Learning · Statistics 2025-04-10 Viktor Stein , Wuchen Li

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Machine Learning · Computer Science 2022-11-29 Qingzhong Ai , Shiyu Liu , Lirong He , Zenglin Xu

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

Machine Learning · Statistics 2018-10-31 Gianluca Detommaso , Tiangang Cui , Alessio Spantini , Youssef Marzouk , Robert Scheichl

We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…

Machine Learning · Statistics 2020-07-08 Wei-Cheng Chang , Chun-Liang Li , Youssef Mroueh , Yiming Yang

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

Numerical Analysis · Mathematics 2021-09-01 Liang Yan , Tao Zhou

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…

Machine Learning · Statistics 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied…

Machine Learning · Statistics 2018-06-08 Jun Han , Qiang Liu

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

Machine Learning · Computer Science 2024-02-26 Yuya Kawamura , Satoshi Takabe

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

Statistics Theory · Mathematics 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

Traditional preamble detection algorithms have low accuracy in the grant-based random access scheme in massive machine-type communication (mMTC). We present a novel preamble detection algorithm based on Stein variational gradient descent…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Xin Zhu , Hongyi Pan , Salih Atici , Ahmet Enis Cetin

Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…

Machine Learning · Statistics 2021-02-26 Nikolas Nüsken , D. R. Michiel Renger

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…

Machine Learning · Statistics 2022-03-14 Xing Liu , Harrison Zhu , Jean-François Ton , George Wynne , Andrew Duncan
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