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We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

Machine Learning · Statistics 2018-06-11 Dilin Wang , Zhe Zeng , Qiang Liu

Decentralized coordination for multi-robot systems involves planning in challenging, high-dimensional spaces. The planning problem is particularly challenging in the presence of obstacles and different sources of uncertainty such as…

Robotics · Computer Science 2024-03-13 Jana Pavlasek , Joshua Jing Zhi Mah , Ruihan Xu , Odest Chadwicke Jenkins , Fabio Ramos

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

In this paper, an efficient deployment strategy is proposed for a network of mobile and static sensors with nonidentical sensing and communication radii. The multiplicatively weighted Voronoi (MW-Voronoi) diagram is used to partition the…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Hesam Mosalli , Amir G. Aghdam

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 optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…

Machine Learning · Computer Science 2021-03-19 Francesco D'Angelo , Vincent Fortuin

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

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 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

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

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…

Machine Learning · Statistics 2017-07-26 Jun Han , Qiang Liu

Exploration requires that robots reason about numerous ways to cover a space in response to dynamically changing conditions. However, in continuous domains there are potentially infinitely many options for robots to explore which can prove…

Robotics · Computer Science 2024-06-18 Darrick Lee , Cameron Lerch , Fabio Ramos , Ian Abraham

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

Machine Learning · Computer Science 2024-10-22 Liam Pavlovic , David M. Rosen

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

Machine Learning · Statistics 2019-09-10 Qiang Liu , Dilin Wang

We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…

Computational Engineering, Finance, and Science · Computer Science 2021-06-22 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

This paper presents a distributed gradient-based deployment strategy to maximize coverage in hybrid wireless sensor networks (WSNs) with probabilistic sensing. Leveraging Voronoi partitioning, the overall coverage is reformulated as a sum…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hesam Mosalli , Amir G. Aghdam

Sensor placement optimization methods have been studied extensively. They can be applied to a wide range of applications, including surveillance of known environments, optimal locations for 5G towers, and placement of missile defense…

Machine Learning · Computer Science 2024-05-22 Lukas Taus , Yen-Hsi Richard Tsai

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

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 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
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