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This paper introduces Distributed Stein Variational Gradient Descent (DSVGD), a non-parametric generalized Bayesian inference framework for federated learning. DSVGD maintains a number of non-random and interacting particles at a central…

Machine Learning · Computer Science 2021-03-31 Rahif Kassab , Osvaldo Simeone

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

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

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

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

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 propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

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

Variational particle-based Bayesian learning methods have the advantage of not being limited by the bias affecting more conventional parametric techniques. This paper proposes to leverage the flexibility of non-parametric Bayesian…

Machine Learning · Computer Science 2021-11-24 Jinu Gong , Osvaldo Simeone , Rahif Kassab , Joonhyuk Kang

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) 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

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

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) 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

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 sampling algorithm used in various machine learning tasks. It is well known that SVGD arises from a discretization of the kernelized gradient flow of the Kullback-Leibler divergence…

Machine Learning · Computer Science 2022-11-22 Lukang Sun , Peter Richtárik

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

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Computation · Statistics 2025-02-03 Jose L. Varona-Santana , Marcos A. Capistrán

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
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