相关论文: Stein Variational Gradient Descent: A General Purp…

Inspired by the seminal work on Stein Variational Inference and Stein Variational Policy Gradient, we derived a method to generate samples from the posterior variational parameter distribution by \textit{explicitly} minimizing the KL…

We provide the first finite-particle convergence rate for Stein variational gradient descent (SVGD), a popular algorithm for approximating a probability distribution with a collection of particles. Specifically, whenever the target…

The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…

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,…

Multilevel Stein variational gradient descent is a method for particle-based variational inference that leverages hierarchies of surrogate target distributions with varying costs and fidelity to computationally speed up inference. The…

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…

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…

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…

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

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…

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,…

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…

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…

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,…

Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…

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…

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…

Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…

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…