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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…

机器学习 · 统计学 2018-06-11 Jingwei Zhuo , Chang Liu , Jiaxin Shi , Jun Zhu , Ning Chen , Bo Zhang

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,…

最优化与控制 · 数学 2025-10-02 Viktor Stein , Wuchen Li

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…

机器学习 · 统计学 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

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,…

机器学习 · 统计学 2025-04-10 Viktor Stein , Wuchen Li

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…

机器学习 · 计算机科学 2022-06-20 Adil Salim , Lukang Sun , Peter Richtárik

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…

数值分析 · 数学 2024-02-05 Simon Weissmann , Jakob Zech

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

机器学习 · 统计学 2023-10-09 Aniket Das , Dheeraj Nagaraj

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…

机器学习 · 计算机科学 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…

统计理论 · 数学 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

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…

机器学习 · 统计学 2018-10-30 Qiang Liu , Dilin Wang

Stein Variational Gradient Descent (SVGD) is a widely used sampling algorithm that has been successfully applied in several areas of Machine Learning. SVGD operates by iteratively moving a set of interacting particles (which represent the…

机器学习 · 计算机科学 2024-06-24 Victor Priser , Pascal Bianchi , Adil Salim

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…

机器学习 · 计算机科学 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

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…

机器学习 · 统计学 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

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…

机器学习 · 计算机科学 2023-11-03 Jiaxin Shi , Lester Mackey

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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 2025-07-18 Isaías Bañales , Arturo Jaramillo , Joshué Helí Ricalde-Guerrero

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

偏微分方程分析 · 数学 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

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…

机器学习 · 计算机科学 2026-04-07 Arash Sarshar

Stein variational gradient descent (SVGD) is a general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

机器学习 · 统计学 2022-04-20 Alex Leviyev , Joshua Chen , Yifei Wang , Omar Ghattas , Aaron Zimmerman

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

机器学习 · 统计学 2020-03-31 Jianyi Zhang , Ruiyi Zhang , Lawrence Carin , Changyou Chen
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