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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

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

In this paper we propose and analyze a novel multilevel version of Stein variational gradient descent (SVGD). SVGD is a recent particle based variational inference method. For Bayesian inverse problems with computationally expensive…

Numerical Analysis · Mathematics 2024-02-05 Simon Weissmann , Jakob Zech

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Machine Learning · Statistics 2023-10-09 Aniket Das , Dheeraj Nagaraj

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 highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…

Machine Learning · Computer Science 2026-03-13 Cornelius V. Braun , Robert T. Lange , Marc Toussaint

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 general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

Machine Learning · Statistics 2022-04-20 Alex Leviyev , Joshua Chen , Yifei Wang , Omar Ghattas , Aaron Zimmerman

Ensembles of deep neural networks have achieved great success recently, but they do not offer a proper Bayesian justification. Moreover, while they allow for averaging of predictions over several hypotheses, they do not provide any…

Machine Learning · Computer Science 2021-06-23 Francesco D'Angelo , Vincent Fortuin , Florian Wenzel

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 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

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

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

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

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

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Machine Learning · Statistics 2017-11-15 Qiang Liu

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

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

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
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