Related papers: Stein-based Optimization of Sampling Distributions…

We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…

Formulating the intended behavior of a dynamic system can be challenging. Signal temporal logic (STL) is frequently used for this purpose due to its suitability in formalizing comprehensible, modular, and versatile spatiotemporal…

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples…

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…

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Recently, Model Predictive Path Integral (MPPI) control algorithm has been extensively applied to autonomous navigation tasks, where the cost map is mostly assumed to be known and the 2D navigation tasks are only performed. In this paper,…

Motion planning for autonomous vehicles (AVs) in dense traffic is challenging, often leading to overly conservative behavior and unmet planning objectives. This challenge stems from the AVs' limited ability to anticipate and respond to the…

The convergence speed of stochastic gradient descent (SGD) can be improved by actively selecting mini-batches. We explore sampling schemes where similar data points are less likely to be selected in the same mini-batch. In particular, we…

Sampling-based model predictive controllers generate trajectories by sampling control inputs from a fixed, simple distribution such as the normal or uniform distributions. This sampling method yields trajectory samples that are tightly…

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…

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…

Planning safe trajectories in Autonomous Driving Systems (ADS) is a complex problem to solve in real-time. The main challenge to solve this problem arises from the various conditions and constraints imposed by road geometry, semantics and…

Safe policy improvement (SPI) is an offline reinforcement learning problem in which a new policy that reliably outperforms the behavior policy with high confidence needs to be computed using only a dataset and the behavior policy. Markov…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Offline decision-making via diffusion models often produces trajectories that are misaligned with system dynamics, limiting their reliability for control. We propose Model Predictive Diffuser (MPDiffuser), a compositional diffusion…

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…

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…

Safe navigation in uneven terrains is an important problem in robotic research. In this paper we propose a 2.5D navigation system which consists of elevation map building, path planning and local path following with obstacle avoidance. For…

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…