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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

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

The sensor placement problem is a common problem that arises when monitoring correlated phenomena, such as temperature, precipitation, and salinity. Existing approaches to this problem typically formulate it as the maximization of…

Robotics · Computer Science 2024-08-23 Kalvik Jakkala , Srinivas Akella

The surveillance multisensor placement is an important optimization problem that consists of positioning several sensors of different types to maximize the coverage of a determined area while minimizing the cost of the deployment. In this…

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…

Machine Learning · Computer Science 2026-04-07 Arash Sarshar

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often…

Machine Learning · Statistics 2020-10-26 Jackson Gorham , Anant Raj , Lester Mackey

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

Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…

Statistics Theory · Mathematics 2022-06-02 Lukang Sun , Avetik Karagulyan , Peter Richtarik

This paper presents a theoretical framework for the design and analysis of gradient descent-based algorithms for coverage control tasks involving robot swarms. We adopt a multiscale approach to analysis and design to ensure consistency of…

Optimization and Control · Mathematics 2022-06-08 Vishaal Krishnan , Sonia Martínez

Covering a bounded region with minimum number of homogeneous sensor nodes is a NP-complete problem \cite{Li09}. In this paper we have proposed an {\it id} based distributed algorithm for optimal coverage in an unbounded region. The proposed…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-11-02 Barun Gorain , Partha Sarathi Mandal

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

Machine Learning · Computer Science 2025-01-27 Ola Rønning , Eric Nalisnick , Christophe Ley , Padhraic Smyth , Thomas Hamelryck

Multi-robot systems are essential for environmental monitoring, particularly for tracking spatial phenomena like pollution, soil minerals, and water salinity, and more. This study addresses the challenge of deploying a multi-robot team for…

Robotics · Computer Science 2025-02-12 Federico Pratissoli , Mattia Mantovani , Amanda Prorok , Lorenzo Sabattini

The trend in modern science and technology is to take vector measurements rather than scalars, ruthlessly scaling to ever higher dimensional vectors. For about two decades now, traditional scalar Compressed Sensing has been synonymous with…

Machine Learning · Computer Science 2025-05-02 Apratim Dey , David Donoho

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

This letter introduces SVN-ICP, a novel Iterative Closest Point (ICP) algorithm with uncertainty estimation that leverages Stein Variational Newton (SVN) on manifold. Designed specifically for fusing LiDAR odometry in multisensor systems,…

Robotics · Computer Science 2025-10-14 Shiping Ma , Haoming Zhang , Marc Toussaint

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Machine Learning · Computer Science 2020-06-11 Peng Chen , Omar Ghattas

We introduce a scheme for probabilistic hypocenter inversion with Stein variational inference. Our approach uses a differentiable forward model in the form of a physics informed neural network, which we train to solve the Eikonal equation.…

Geophysics · Physics 2022-08-18 Jonathan D. Smith , Zachary E. Ross , Kamyar Azizzadenesheli , Jack B. Muir

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

Optimization and Control · Mathematics 2024-10-10 Yuichiro Aoyama , Peter Lehmamnn , Evangelos A. Theodorou

Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent…

Machine Learning · Computer Science 2022-06-20 Adil Salim , Lukang Sun , Peter Richtárik

We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

Machine Learning · Statistics 2020-06-24 Lei Li , Yingzhou Li , Jian-Guo Liu , Zibu Liu , Jianfeng Lu